+1.1%
ABT vs TOST
-46.1%
+47.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | +8.6% | +11.6% | -3.0% | +7.6% |
| 30D | +16.4% | +16.2% | +0.2% | +14.9% |
| 3M | +8.1% | +1.0% | +7.1% | +7.9% |
| 6M | +32.1% | +23.2% | +8.9% | +29.4% |
| YTD | -7.1% | -1.0% | -6.1% | -7.6% |
| 1Y | -6.5% | -9.9% | +3.4% | -6.4% |
| 3Y | +26.2% | +101.0% | -74.8% | +14.9% |
| 5Y | +0.9% | -40.4% | +41.3% | -10.0% |
| All | +1.1% | -46.1% | +47.2% | -9.4% |
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