-44.5%
TOST vs PH
+245.1%
-289.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -3.5% |
| 7D | +9.4% | +2.0% | +7.4% | +7.5% |
| 30D | +13.5% | -3.7% | +17.2% | +15.5% |
| 3M | -0.1% | -14.0% | +13.9% | +10.6% |
| 6M | +22.5% | +2.1% | +20.4% | +16.4% |
| YTD | -2.4% | +5.1% | -7.4% | -12.0% |
| 1Y | -4.7% | +10.9% | -15.6% | -18.2% |
| 3Y | +103.2% | +132.9% | -29.7% | -17.5% |
| 5Y | -41.2% | +200.1% | -241.3% | -83.0% |
| All | -44.5% | +245.1% | -289.7% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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