+148.4%
PM vs TOST
+99.4%
+48.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.6% |
| 7D | -3.4% | +11.6% | -15.0% | -3.5% |
| 30D | +5.8% | +16.2% | -10.4% | +5.7% |
| 3M | +6.7% | +1.0% | +5.6% | +6.7% |
| 6M | +19.9% | +23.2% | -3.3% | +19.8% |
| YTD | +27.8% | -1.0% | +28.8% | +28.2% |
| 1Y | +39.4% | -9.9% | +49.3% | +40.2% |
| All | +148.4% | +99.4% | +48.9% | +134.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling