+423.8%
PWR vs TOST
-46.9%
+470.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.1% | -1.3% |
| 7D | +11.3% | 0.0% | +11.3% | +11.3% |
| 30D | -8.9% | +16.2% | -25.0% | -11.5% |
| 3M | -10.5% | -1.5% | -9.0% | -10.8% |
| 6M | -22.2% | +55.3% | -77.5% | -29.1% |
| YTD | +42.7% | -2.3% | +45.1% | +40.2% |
| 1Y | +41.1% | -5.5% | +46.6% | +39.4% |
| 3Y | +242.7% | +151.1% | +91.6% | +175.4% |
| 5Y | +418.5% | -27.9% | +446.5% | +354.1% |
| All | +423.8% | -46.9% | +470.6% | +367.7% |
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