+400.4%
ALAB vs TOST
+46.5%
+353.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.1% | +9.7% | +9.7% |
| 7D | +7.2% | -3.4% | +10.6% | +8.8% |
| 30D | -2.5% | -2.4% | -0.1% | -2.0% |
| 3M | -13.3% | +34.6% | -47.9% | -26.5% |
| 6M | +172.8% | +15.2% | +157.6% | +143.5% |
| YTD | +86.6% | -4.4% | +91.0% | +82.8% |
| 1Y | +65.2% | -17.4% | +82.6% | +76.4% |
| All | +400.4% | +46.5% | +353.9% | +268.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling