+106.1%
TOST vs ALB
-17.6%
+123.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -1.3% |
| 7D | +11.6% | +5.5% | +6.2% | +10.5% |
| 30D | +16.2% | -7.5% | +23.7% | +17.8% |
| 3M | +1.0% | -16.9% | +18.0% | +4.3% |
| 6M | +23.2% | -49.2% | +72.4% | +39.4% |
| YTD | -1.0% | -29.9% | +28.9% | +1.6% |
| 1Y | -9.9% | +8.2% | -18.1% | -17.7% |
| All | +106.1% | -17.6% | +123.7% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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