+146.2%
PM vs TOST
-47.1%
+193.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | -6.6% | +3.0% | -9.6% | -6.7% |
| 30D | -3.4% | +10.3% | -13.7% | -3.7% |
| 3M | +5.3% | -3.3% | +8.6% | +5.4% |
| 6M | +15.5% | +37.8% | -22.3% | +14.5% |
| YTD | +24.3% | -2.8% | +27.0% | +24.2% |
| 1Y | +29.7% | -9.6% | +39.3% | +29.9% |
| 3Y | +144.9% | +144.6% | +0.3% | +135.2% |
| 5Y | +159.0% | -31.0% | +190.0% | +152.4% |
| All | +146.2% | -47.1% | +193.3% | +143.0% |
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