-40.4%
TOST vs ACWI
+55.1%
-95.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +6.5% |
| 7D | +11.6% | -4.0% | +15.6% | +20.1% |
| 30D | +16.2% | -5.8% | +22.0% | +29.5% |
| 3M | +1.0% | -5.0% | +6.1% | +10.4% |
| 6M | +23.2% | +0.7% | +22.5% | +18.3% |
| YTD | -1.0% | +8.4% | -9.4% | -19.0% |
| 1Y | -9.9% | +10.1% | -20.0% | -28.5% |
| 3Y | +101.0% | +70.8% | +30.3% | -39.1% |
| 5Y | -40.4% | +55.4% | -95.8% | -72.4% |
| All | -40.4% | +55.1% | -95.5% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling