-45.7%
TOST vs ACI
-38.1%
-7.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -3.4% | +0.2% | -3.6% | -3.4% |
| 30D | -2.4% | +5.9% | -8.3% | -3.4% |
| 3M | +34.6% | -19.8% | +54.4% | +38.9% |
| 6M | +15.2% | -24.7% | +39.9% | +20.1% |
| YTD | -4.4% | -24.4% | +20.0% | -0.9% |
| 1Y | -17.4% | -31.5% | +14.1% | -12.8% |
| 3Y | +54.5% | -38.7% | +93.1% | +65.0% |
| All | -45.7% | -38.1% | -7.6% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling