-43.8%
TOST vs ABCL
-47.5%
+3.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.4% | +8.8% | +1.9% |
| 7D | +11.6% | -14.9% | +26.5% | +15.9% |
| 30D | +16.2% | -15.4% | +31.6% | +20.2% |
| 3M | +1.0% | +88.0% | -87.0% | -20.1% |
| 6M | +23.2% | +138.8% | -115.6% | -13.3% |
| YTD | -1.0% | +225.4% | -226.4% | -38.6% |
| 1Y | -9.9% | +137.3% | -147.2% | -38.4% |
| 3Y | +101.0% | +136.8% | -35.8% | +19.3% |
| 5Y | -40.4% | -26.2% | -14.2% | -45.5% |
| All | -43.8% | -47.5% | +3.8% | -47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling