-44.5%
TOST vs ABCL
-44.0%
-0.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.7% | -8.1% | -3.2% |
| 7D | +9.4% | -3.2% | +12.6% | +9.7% |
| 30D | +13.5% | -7.4% | +20.9% | +14.5% |
| 3M | -0.1% | +81.9% | -82.1% | -20.0% |
| 6M | +22.5% | +135.7% | -113.2% | -13.0% |
| YTD | -2.4% | +247.4% | -249.7% | -40.6% |
| 1Y | -4.7% | +162.3% | -167.0% | -36.8% |
| 3Y | +103.2% | +165.5% | -62.3% | +15.5% |
| 5Y | -41.2% | -21.3% | -20.0% | -47.3% |
| All | -44.5% | -44.0% | -0.5% | -49.3% |
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