+56.7%
TOST vs ACM
-21.7%
+78.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | -3.4% | -3.7% | +0.3% | -1.3% |
| 30D | -2.4% | -11.1% | +8.7% | +3.7% |
| 3M | +34.6% | -8.0% | +42.6% | +39.7% |
| 6M | +15.2% | -29.7% | +44.9% | +41.4% |
| YTD | -4.4% | -29.4% | +25.0% | +16.4% |
| 1Y | -17.4% | -46.4% | +29.0% | +21.3% |
| All | +56.7% | -21.7% | +78.3% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling