+35.5%
PM vs TOST
-11.1%
+46.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.8% |
| 7D | -5.2% | +9.4% | -14.7% | -4.9% |
| 30D | +2.7% | +13.5% | -10.8% | +3.3% |
| 3M | +5.2% | -0.1% | +5.4% | +5.4% |
| 6M | +17.0% | +22.5% | -5.5% | +19.1% |
| YTD | +25.5% | -2.4% | +27.9% | +26.8% |
| 1Y | +35.5% | -4.7% | +40.2% | +37.0% |
| All | +35.5% | -11.1% | +46.6% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling