-44.5%
TOST vs ACI
-36.1%
-8.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.7% |
| 7D | +9.4% | -2.2% | +11.7% | +9.9% |
| 30D | +13.5% | +10.3% | +3.2% | +11.3% |
| 3M | -0.1% | +7.2% | -7.3% | -1.5% |
| 6M | +22.5% | -18.0% | +40.5% | +25.6% |
| YTD | -2.4% | -22.0% | +19.6% | +0.5% |
| 1Y | -4.7% | -23.4% | +18.7% | -1.6% |
| 3Y | +103.2% | -35.8% | +139.1% | +115.2% |
| 5Y | -41.2% | -43.7% | +2.4% | -41.2% |
| All | -44.5% | -36.1% | -8.4% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling