-45.7%
TOST vs ACM
+12.0%
-57.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | -3.4% | -3.7% | +0.3% | -0.6% |
| 30D | -2.4% | -11.1% | +8.7% | +5.4% |
| 3M | +34.6% | -8.0% | +42.6% | +40.8% |
| 6M | +15.2% | -29.7% | +44.9% | +49.0% |
| YTD | -4.4% | -29.4% | +25.0% | +21.9% |
| 1Y | -17.4% | -46.4% | +29.0% | +32.9% |
| 3Y | +54.5% | -22.3% | +76.8% | +67.6% |
| All | -45.7% | +12.0% | -57.7% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling