+103.2%
TOST vs ACM
-12.3%
+115.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | +5.4% | +4.1% | +6.4% |
| 30D | +13.5% | +15.1% | -1.6% | +5.1% |
| 3M | -0.1% | -10.5% | +10.3% | +5.5% |
| 6M | +22.5% | -19.7% | +42.2% | +37.4% |
| YTD | -2.4% | -28.8% | +26.5% | +17.6% |
| 1Y | -4.7% | -47.9% | +43.2% | +41.5% |
| 3Y | +103.2% | -12.4% | +115.6% | +93.0% |
| All | +103.2% | -12.3% | +115.5% | +93.0% |
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 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