+149.8%
TOST vs ACI
-33.3%
+183.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +4.0% | -5.9% | +9.9% | +5.3% |
| 30D | +11.1% | +7.2% | +3.8% | +9.6% |
| 3M | +0.8% | +8.8% | -8.0% | -0.8% |
| 6M | +38.8% | -17.2% | +56.0% | +41.6% |
| YTD | -2.1% | -21.3% | +19.2% | 0.0% |
| 1Y | -6.0% | -23.7% | +17.7% | -3.2% |
| 3Y | +149.8% | -32.8% | +182.6% | +173.7% |
| All | +149.8% | -33.3% | +183.1% | +173.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling