+7.0%
ABNB vs TOST
-48.0%
+55.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -4.0% | -3.4% | -0.5% | -2.8% |
| 30D | +19.3% | -2.4% | +21.8% | +20.3% |
| 3M | +36.1% | +34.6% | +1.4% | +22.8% |
| 6M | +34.2% | +15.2% | +19.0% | +26.3% |
| YTD | +34.1% | -4.4% | +38.4% | +33.7% |
| 1Y | +45.1% | -17.4% | +62.5% | +50.9% |
| 3Y | +37.1% | +54.5% | -17.3% | +7.9% |
| All | +7.0% | -48.0% | +55.0% | -18.1% |
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