+222.1%
PWR vs TOST
+96.7%
+125.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.6% | +6.4% |
| 7D | -12.9% | +9.4% | -22.3% | -14.0% |
| 30D | -22.8% | +13.5% | -36.3% | -24.4% |
| 3M | -19.0% | -0.1% | -18.9% | -19.3% |
| 6M | -31.1% | +22.5% | -53.6% | -34.1% |
| YTD | +28.2% | -2.4% | +30.6% | +27.4% |
| 1Y | +22.2% | -4.7% | +26.9% | +22.1% |
| 3Y | +222.1% | +103.2% | +118.9% | +179.7% |
| All | +222.1% | +96.7% | +125.5% | +179.7% |
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 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