+17.1%
ALAB vs TOST
-11.1%
+28.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +6.2% |
| 7D | -26.3% | +9.4% | -35.7% | -26.2% |
| 30D | -50.1% | +13.5% | -63.6% | -50.2% |
| 3M | -42.5% | -0.1% | -42.3% | -42.2% |
| 6M | -10.8% | +22.5% | -33.3% | -14.1% |
| YTD | +14.6% | -2.4% | +17.0% | +13.6% |
| 1Y | +17.1% | -4.7% | +21.8% | +19.7% |
| All | +17.1% | -11.1% | +28.2% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling