+233.2%
ABBV vs TOST
-46.7%
+279.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +1.5% | +4.0% | -2.5% | +1.5% |
| 30D | +6.7% | +11.1% | -4.3% | +6.5% |
| 3M | +19.9% | +0.8% | +19.1% | +19.9% |
| 6M | +47.5% | +38.8% | +8.7% | +46.5% |
| YTD | +32.2% | -2.1% | +34.3% | +32.1% |
| 1Y | +37.8% | -6.0% | +43.9% | +37.8% |
| 3Y | +134.8% | +149.8% | -15.0% | +130.8% |
| 5Y | +203.0% | -42.8% | +245.8% | +200.6% |
| All | +233.2% | -46.7% | +279.9% | +232.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling