-44.4%
TOST vs ADM
+32.7%
-77.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +4.0% | -7.8% | +11.9% | +5.3% |
| 30D | +11.1% | -12.6% | +23.6% | +13.2% |
| 3M | +0.8% | -8.2% | +9.1% | +1.9% |
| 6M | +38.8% | -8.9% | +47.7% | +39.9% |
| YTD | -2.1% | +24.0% | -26.1% | -7.6% |
| 1Y | -6.0% | +26.2% | -32.2% | -11.7% |
| 3Y | +149.8% | +7.0% | +142.8% | +138.4% |
| 5Y | -42.8% | +24.9% | -67.6% | -42.4% |
| All | -44.4% | +32.7% | -77.0% | -47.3% |
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