-48.1%
TOST vs PBR
+558.1%
-606.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | -4.7% | +0.3% | -5.0% | -4.8% |
| 30D | -9.1% | +17.5% | -26.6% | -11.9% |
| 3M | +29.8% | +20.9% | +8.9% | +24.6% |
| 6M | +10.0% | +20.2% | -10.2% | +5.0% |
| YTD | -8.6% | +84.3% | -92.9% | -21.4% |
| 1Y | -20.7% | +77.1% | -97.8% | -31.4% |
| 3Y | +55.7% | +100.8% | -45.1% | +29.6% |
| All | -48.1% | +558.1% | -606.2% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling