-17.4%
TOST vs ADM
+40.7%
-58.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -3.4% | +3.8% | -7.2% | -2.7% |
| 30D | -2.4% | +9.8% | -12.2% | -0.6% |
| 3M | +34.6% | +2.1% | +32.5% | +34.9% |
| 6M | +15.2% | +27.5% | -12.3% | +21.8% |
| YTD | -4.4% | +50.2% | -54.6% | +5.3% |
| 1Y | -17.4% | +40.6% | -58.0% | -9.4% |
| All | -17.4% | +40.7% | -58.1% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling