-43.8%
TOST vs ADM
+33.9%
-77.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +11.6% | -7.5% | +19.1% | +12.9% |
| 30D | +16.2% | -14.3% | +30.5% | +18.8% |
| 3M | +1.0% | -8.6% | +9.6% | +2.1% |
| 6M | +23.2% | -9.9% | +33.1% | +24.4% |
| YTD | -1.0% | +25.1% | -26.1% | -6.7% |
| 1Y | -9.9% | +28.8% | -38.7% | -15.7% |
| 3Y | +101.0% | +6.9% | +94.2% | +92.2% |
| 5Y | -40.4% | +25.9% | -66.3% | -40.2% |
| All | -43.8% | +33.9% | -77.6% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling