+0.1%
ABNB vs TOST
-46.1%
+46.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | +2.2% | +11.6% | -9.4% | -1.5% |
| 30D | +6.1% | +16.2% | -10.2% | +0.7% |
| 3M | +11.6% | +1.0% | +10.5% | +10.9% |
| 6M | +21.8% | +23.2% | -1.4% | +12.0% |
| YTD | +25.4% | -1.0% | +26.3% | +23.2% |
| 1Y | +38.9% | -9.9% | +48.8% | +40.6% |
| 3Y | +38.7% | +101.0% | -62.3% | -0.6% |
| 5Y | -15.6% | -40.4% | +24.8% | -35.9% |
| All | +0.1% | -46.1% | +46.2% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling