-17.4%
TOST vs ABCL
+186.8%
-204.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -3.4% | +0.7% | -4.1% | -3.5% |
| 30D | -2.4% | +93.1% | -95.5% | -10.3% |
| 3M | +34.6% | +79.4% | -44.8% | +24.1% |
| 6M | +15.2% | +214.9% | -199.7% | -2.0% |
| YTD | -4.4% | +234.2% | -238.6% | -19.6% |
| 1Y | -17.4% | +174.8% | -192.2% | -29.2% |
| All | -17.4% | +186.8% | -204.2% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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