+152.2%
PM vs TOST
-46.9%
+199.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +1.1% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -3.2% | +16.2% | -19.4% | -3.6% |
| 3M | +6.2% | -1.5% | +7.8% | +6.2% |
| 6M | +7.7% | +55.3% | -47.6% | +6.4% |
| YTD | +27.3% | -2.3% | +29.6% | +27.2% |
| 1Y | +32.8% | -5.5% | +38.3% | +32.8% |
| 3Y | +150.0% | +151.1% | -1.1% | +139.9% |
| 5Y | +164.2% | -27.9% | +192.2% | +157.2% |
| All | +152.2% | -46.9% | +199.1% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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