-44.8%
TOST vs ACM
+19.5%
-64.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.2% |
| 7D | +3.0% | +6.6% | -3.7% | -2.0% |
| 30D | +10.3% | +19.8% | -9.5% | -3.7% |
| 3M | -3.3% | -3.1% | -0.1% | -2.2% |
| 6M | +37.8% | -11.5% | +49.3% | +47.7% |
| YTD | -2.8% | -24.7% | +21.9% | +17.7% |
| 1Y | -9.6% | -45.1% | +35.5% | +43.8% |
| 3Y | +144.6% | -8.9% | +153.5% | +127.4% |
| 5Y | -31.0% | +5.4% | -36.4% | -45.7% |
| All | -44.8% | +19.5% | -64.2% | -59.0% |
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