-10.1%
ABT vs TOST
-7.4%
-2.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +1.0% | +3.0% | -2.0% | +0.6% |
| 30D | +11.6% | +10.3% | +1.3% | +10.3% |
| 3M | +2.3% | -3.3% | +5.6% | +2.4% |
| 6M | +32.7% | +37.8% | -5.1% | +29.1% |
| YTD | -9.6% | -2.8% | -6.9% | -10.8% |
| 1Y | -10.1% | -9.6% | -0.5% | -9.7% |
| All | -10.1% | -7.4% | -2.7% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling