+32.4%
PWR vs TOST
+2.2%
+30.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +5.5% | -17.1% | -10.9% |
| 7D | -4.4% | +10.7% | -15.1% | -3.0% |
| 30D | -15.1% | +17.7% | -32.8% | -13.3% |
| 3M | -16.2% | +4.6% | -20.9% | -15.5% |
| 6M | -23.3% | +20.3% | -43.6% | -21.2% |
| YTD | +37.6% | -0.4% | +38.0% | +41.7% |
| 1Y | +32.4% | -0.8% | +33.2% | +36.2% |
| All | +32.4% | +2.2% | +30.2% | +36.2% |
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