-4.2%
ABT vs TOST
-38.4%
+34.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.1% |
| 7D | +3.5% | +9.4% | -5.9% | +2.7% |
| 30D | +12.0% | +13.5% | -1.5% | +10.8% |
| 3M | +2.5% | -0.1% | +2.6% | +2.4% |
| 6M | +29.1% | +22.5% | +6.6% | +26.5% |
| YTD | -10.1% | -2.4% | -7.7% | -10.5% |
| 1Y | -9.8% | -4.7% | -5.1% | -10.1% |
| 3Y | +23.3% | +103.2% | -80.0% | +11.5% |
| All | -4.2% | -38.4% | +34.2% | -13.5% |
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 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