-2.8%
ABNB vs TOST
-36.3%
+33.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +11.9% | +3.0% | +9.0% | +10.8% |
| 30D | +12.7% | +10.3% | +2.4% | +8.6% |
| 3M | +1.2% | -3.3% | +4.5% | +2.1% |
| 6M | +32.1% | +37.8% | -5.7% | +16.8% |
| YTD | +37.7% | -2.8% | +40.5% | +36.0% |
| 1Y | +55.5% | -9.6% | +65.1% | +57.4% |
| 3Y | +58.2% | +144.6% | -86.5% | +2.2% |
| 5Y | -2.8% | -31.0% | +28.2% | -15.4% |
| All | -2.8% | -36.3% | +33.5% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling