-4.2%
ABT vs TOST
-48.0%
+43.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.7% | -3.4% | -0.3% | -3.4% |
| 30D | +2.5% | -2.4% | +4.9% | +2.7% |
| 3M | +20.2% | +34.6% | -14.4% | +17.2% |
| 6M | -2.9% | +15.2% | -18.1% | -4.4% |
| YTD | -11.9% | -4.4% | -7.5% | -12.1% |
| 1Y | -16.5% | -17.4% | +0.9% | -15.9% |
| 3Y | +12.1% | +54.5% | -42.3% | +4.6% |
| All | -4.2% | -48.0% | +43.8% | -13.8% |
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 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