-29.5%
TOST vs ADM
+24.7%
-54.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.6% | -1.6% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | +8.9% | -11.8% | +20.7% | +11.0% |
| 3M | -2.2% | -11.3% | +9.1% | -0.6% |
| 6M | +41.0% | -10.0% | +51.0% | +42.6% |
| YTD | -4.0% | +25.9% | -29.9% | -9.9% |
| 1Y | -9.6% | +26.7% | -36.3% | -15.4% |
| 3Y | +141.7% | +8.1% | +133.5% | +130.0% |
| 5Y | -29.5% | +23.5% | -53.0% | -34.3% |
| All | -29.5% | +24.7% | -54.2% | -34.3% |
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 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