-27.7%
TOST vs ACM
+1.1%
-28.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.0% |
| 7D | 0.0% | +5.6% | -5.6% | -4.2% |
| 30D | +16.2% | +20.8% | -4.6% | +0.5% |
| 3M | -1.5% | +11.4% | -12.9% | -10.2% |
| 6M | +55.3% | +0.9% | +54.4% | +50.4% |
| YTD | -2.3% | -24.8% | +22.5% | +18.9% |
| 1Y | -5.5% | -46.4% | +40.9% | +56.1% |
| 3Y | +151.1% | -9.2% | +160.4% | +130.6% |
| All | -27.7% | +1.1% | -28.8% | -44.2% |
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