-40.6%
TOST vs ACM
-2.7%
-37.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | +5.4% | +4.1% | +5.2% |
| 30D | +13.5% | +15.1% | -1.6% | +2.0% |
| 3M | -0.1% | -10.5% | +10.3% | +7.3% |
| 6M | +22.5% | -19.7% | +42.2% | +42.5% |
| YTD | -2.4% | -28.8% | +26.5% | +24.3% |
| 1Y | -4.7% | -47.9% | +43.2% | +60.3% |
| 3Y | +103.2% | -12.4% | +115.6% | +90.2% |
| All | -40.6% | -2.7% | -37.8% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling