+103.2%
TOST vs ADM
+6.1%
+97.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | +9.4% | -9.0% | +18.5% | +9.9% |
| 30D | +13.5% | -14.0% | +27.5% | +14.3% |
| 3M | -0.1% | -9.2% | +9.0% | +0.2% |
| 6M | +22.5% | -9.2% | +31.6% | +22.6% |
| YTD | -2.4% | +24.2% | -26.6% | -5.5% |
| 1Y | -4.7% | +27.0% | -31.7% | -8.1% |
| 3Y | +103.2% | +6.6% | +96.6% | +91.7% |
| All | +103.2% | +6.1% | +97.1% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling