-9.9%
TOST vs ABCL
+127.6%
-137.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.4% | +8.8% | +0.4% |
| 7D | +11.6% | -14.9% | +26.5% | +13.3% |
| 30D | +16.2% | -15.4% | +31.6% | +17.9% |
| 3M | +1.0% | +88.0% | -87.0% | -9.6% |
| 6M | +23.2% | +138.8% | -115.6% | +4.3% |
| YTD | -1.0% | +225.4% | -226.4% | -23.7% |
| 1Y | -9.9% | +137.3% | -147.2% | -27.5% |
| All | -9.9% | +127.6% | -137.5% | -27.5% |
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