-45.7%
TOST vs PBR
+532.6%
-578.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.4% |
| 7D | -3.4% | +8.6% | -12.0% | -5.0% |
| 30D | -2.4% | +12.8% | -15.2% | -4.8% |
| 3M | +34.6% | +14.7% | +19.9% | +30.6% |
| 6M | +15.2% | +25.2% | -10.0% | +8.8% |
| YTD | -4.4% | +77.1% | -81.5% | -17.1% |
| 1Y | -17.4% | +69.6% | -87.0% | -27.9% |
| 3Y | +54.5% | +95.6% | -41.1% | +29.1% |
| All | -45.7% | +532.6% | -578.3% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling