-31.1%
PWR vs TOST
+20.6%
-51.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.6% | +5.9% |
| 7D | -12.9% | +9.4% | -22.3% | -11.0% |
| 30D | -22.8% | +13.5% | -36.3% | -20.6% |
| 3M | -19.0% | -0.1% | -18.9% | -18.6% |
| 6M | -31.1% | +22.5% | -53.6% | -28.6% |
| All | -31.1% | +20.6% | -51.7% | -28.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling