+443.2%
PWR vs TOST
-48.0%
+491.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +3.6% | -3.4% | +7.0% | +4.2% |
| 30D | -8.6% | -2.4% | -6.1% | -8.4% |
| 3M | -13.2% | +34.6% | -47.8% | -18.2% |
| 6M | +9.9% | +15.2% | -5.3% | +5.6% |
| YTD | +48.0% | -4.4% | +52.4% | +46.5% |
| 1Y | +66.2% | -17.4% | +83.6% | +68.7% |
| 3Y | +195.1% | +54.5% | +140.6% | +158.6% |
| All | +443.2% | -48.0% | +491.1% | +388.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling