-40.4%
TOST vs ACM
+1.8%
-42.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +1.1% |
| 7D | +11.6% | +5.1% | +6.6% | +7.6% |
| 30D | +16.2% | +11.5% | +4.7% | +6.9% |
| 3M | +1.0% | -10.5% | +11.5% | +8.6% |
| 6M | +23.2% | -20.4% | +43.6% | +44.3% |
| YTD | -1.0% | -28.9% | +27.9% | +26.0% |
| 1Y | -9.9% | -48.7% | +38.8% | +54.0% |
| 3Y | +101.0% | -12.5% | +113.5% | +88.6% |
| 5Y | -40.4% | +0.5% | -40.9% | -54.5% |
| All | -40.4% | +1.8% | -42.2% | -54.5% |
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