+106.1%
TOST vs ACWI
+70.4%
+35.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +4.6% |
| 7D | +11.6% | -4.0% | +15.6% | +17.8% |
| 30D | +16.2% | -5.8% | +22.0% | +25.9% |
| 3M | +1.0% | -5.0% | +6.1% | +8.0% |
| 6M | +23.2% | +0.7% | +22.5% | +19.6% |
| YTD | -1.0% | +8.4% | -9.4% | -14.9% |
| 1Y | -9.9% | +10.1% | -20.0% | -24.5% |
| All | +106.1% | +70.4% | +35.7% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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