-43.8%
TOST vs ALB
-52.4%
+8.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -1.8% |
| 7D | +11.6% | +5.5% | +6.2% | +9.6% |
| 30D | +16.2% | -7.5% | +23.7% | +19.0% |
| 3M | +1.0% | -16.9% | +18.0% | +6.5% |
| 6M | +23.2% | -49.2% | +72.4% | +51.8% |
| YTD | -1.0% | -29.9% | +28.9% | +4.0% |
| 1Y | -9.9% | +8.2% | -18.1% | -21.3% |
| 3Y | +101.0% | -19.4% | +120.5% | +74.4% |
| 5Y | -40.4% | -61.6% | +21.2% | -25.7% |
| All | -43.8% | -52.4% | +8.7% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling