-44.5%
TOST vs ACM
+12.9%
-57.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | +5.4% | +4.1% | +5.3% |
| 30D | +13.5% | +15.1% | -1.6% | +2.2% |
| 3M | -0.1% | -10.5% | +10.3% | +7.1% |
| 6M | +22.5% | -19.7% | +42.2% | +41.9% |
| YTD | -2.4% | -28.8% | +26.5% | +23.5% |
| 1Y | -4.7% | -47.9% | +43.2% | +57.8% |
| 3Y | +103.2% | -12.4% | +115.6% | +93.6% |
| 5Y | -41.2% | +0.6% | -41.8% | -51.7% |
| All | -44.5% | +12.9% | -57.4% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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