-43.4%
TOST vs ACWI
+69.8%
-113.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +2.3% |
| 7D | +10.7% | -0.5% | +11.2% | +11.7% |
| 30D | +17.7% | -1.6% | +19.4% | +21.4% |
| 3M | +4.6% | -1.3% | +6.0% | +6.9% |
| 6M | +20.3% | +5.8% | +14.4% | +5.3% |
| YTD | -0.4% | +12.7% | -13.1% | -24.0% |
| 1Y | -0.8% | +15.0% | -15.8% | -27.2% |
| 3Y | +102.2% | +77.5% | +24.7% | -42.9% |
| 5Y | -41.3% | +61.9% | -103.2% | -75.2% |
| All | -43.4% | +69.8% | -113.2% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling