+248.5%
ALAB vs TOST
+48.9%
+199.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -7.5% | +3.0% | -10.4% | -8.7% |
| 30D | -36.8% | +10.3% | -47.1% | -39.8% |
| 3M | -31.9% | -3.3% | -28.6% | -31.9% |
| 6M | +8.2% | +37.8% | -29.6% | -11.5% |
| YTD | +29.9% | -2.8% | +32.7% | +25.0% |
| 1Y | +24.4% | -9.6% | +34.0% | +25.6% |
| All | +248.5% | +48.9% | +199.6% | +152.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling