+150.8%
PM vs TOST
-46.9%
+197.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.8% |
| 7D | -5.2% | +9.4% | -14.7% | -5.4% |
| 30D | +2.7% | +13.5% | -10.8% | +2.4% |
| 3M | +6.1% | -0.1% | +6.3% | +6.1% |
| 6M | +18.0% | +22.5% | -4.5% | +17.3% |
| YTD | +26.6% | -2.4% | +28.9% | +26.5% |
| 1Y | +36.7% | -4.7% | +41.4% | +36.7% |
| 3Y | +146.0% | +103.2% | +42.8% | +137.6% |
| 5Y | +164.1% | -41.2% | +205.3% | +157.9% |
| All | +150.8% | -46.9% | +197.7% | +147.5% |
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