-44.8%
TOST vs ADM
+31.6%
-76.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +3.0% | -1.8% | +4.8% | +3.2% |
| 30D | +10.3% | -13.3% | +23.5% | +12.5% |
| 3M | -3.3% | -13.4% | +10.1% | -1.4% |
| 6M | +37.8% | -9.6% | +47.4% | +39.0% |
| YTD | -2.8% | +23.0% | -25.8% | -8.1% |
| 1Y | -9.6% | +27.4% | -37.0% | -15.3% |
| 3Y | +144.6% | +5.7% | +139.0% | +134.1% |
| 5Y | -31.0% | +22.1% | -53.0% | -31.4% |
| All | -44.8% | +31.6% | -76.4% | -47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling