+246.1%
PWR vs TOST
+142.2%
+103.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.4% |
| 7D | +4.7% | -3.6% | +8.3% | +5.3% |
| 30D | -12.5% | +8.9% | -21.4% | -13.9% |
| 3M | -9.3% | -2.2% | -7.1% | -9.4% |
| 6M | -22.2% | +41.0% | -63.1% | -27.8% |
| YTD | +44.2% | -4.0% | +48.1% | +43.5% |
| 1Y | +35.5% | -9.6% | +45.1% | +37.0% |
| All | +246.1% | +142.2% | +103.9% | +172.2% |
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 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