+29.6%
PWR vs TOST
-7.4%
+37.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.5% |
| 7D | -11.2% | +3.0% | -14.2% | -10.7% |
| 30D | -17.4% | +10.3% | -27.6% | -15.9% |
| 3M | -11.7% | -3.3% | -8.5% | -11.7% |
| 6M | -21.7% | +37.8% | -59.5% | -18.6% |
| YTD | +38.3% | -2.8% | +41.1% | +38.9% |
| 1Y | +29.6% | -9.6% | +39.2% | +31.4% |
| All | +29.6% | -7.4% | +37.0% | +31.4% |
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