+14.3%
ABT vs TOST
+55.9%
-41.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.7% | -3.4% | -0.3% | -3.5% |
| 30D | +2.5% | -2.4% | +4.9% | +2.6% |
| 3M | +20.2% | +34.6% | -14.4% | +18.4% |
| 6M | -2.9% | +15.2% | -18.1% | -3.8% |
| YTD | -11.9% | -4.4% | -7.5% | -12.2% |
| 1Y | -16.5% | -17.4% | +0.9% | -16.4% |
| All | +14.3% | +55.9% | -41.6% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling