+11.8%
ABNB vs TOST
-46.9%
+58.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.4% | +13.1% | +12.2% |
| 7D | +15.6% | +9.4% | +6.1% | +12.0% |
| 30D | +18.3% | +13.5% | +4.8% | +13.1% |
| 3M | +25.3% | -0.1% | +25.4% | +25.0% |
| 6M | +35.8% | +22.5% | +13.4% | +25.1% |
| YTD | +40.0% | -2.4% | +42.4% | +38.2% |
| 1Y | +57.6% | -4.7% | +62.3% | +56.6% |
| 3Y | +60.8% | +103.2% | -42.4% | +14.6% |
| 5Y | -5.8% | -41.2% | +35.5% | -28.1% |
| All | +11.8% | -46.9% | +58.7% | -15.3% |
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