-8.5%
TOST vs ADM
+26.5%
-35.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.8% |
| 7D | +3.0% | -1.8% | +4.8% | +2.7% |
| 30D | +10.3% | -13.3% | +23.5% | +7.8% |
| 3M | -3.3% | -13.4% | +10.1% | -5.2% |
| 6M | +37.8% | -9.6% | +47.4% | +35.6% |
| YTD | -2.8% | +23.0% | -25.8% | -0.7% |
| All | -8.5% | +26.5% | -35.0% | -6.8% |
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