-45.7%
TOST vs ADM
+60.7%
-106.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -3.4% | +3.8% | -7.2% | -4.0% |
| 30D | -2.4% | +9.8% | -12.2% | -3.9% |
| 3M | +34.6% | +2.1% | +32.5% | +33.9% |
| 6M | +15.2% | +27.5% | -12.3% | +9.6% |
| YTD | -4.4% | +50.2% | -54.6% | -12.2% |
| 1Y | -17.4% | +40.6% | -58.0% | -23.3% |
| 3Y | +54.5% | +17.2% | +37.2% | +48.3% |
| All | -45.7% | +60.7% | -106.4% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling