+150.0%
TOST vs ABCL
+210.0%
-60.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +3.0% | +2.3% | +0.7% | +2.5% |
| 30D | +10.3% | -0.7% | +10.9% | +9.7% |
| 3M | -3.3% | +33.4% | -36.7% | -9.0% |
| 6M | +37.8% | +137.8% | -100.0% | +14.9% |
| YTD | -2.8% | +264.3% | -267.1% | -26.5% |
| 1Y | -9.6% | +209.2% | -218.8% | -29.7% |
| All | +150.0% | +210.0% | -60.0% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling