-46.4%
TOST vs PH
+260.2%
-306.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.6% |
| 7D | -4.7% | +7.4% | -12.0% | -9.7% |
| 30D | +8.5% | +0.5% | +8.0% | +7.0% |
| 3M | -1.6% | -10.2% | +8.7% | +5.5% |
| 6M | +44.1% | +8.9% | +35.2% | +30.2% |
| YTD | -5.6% | +9.7% | -15.3% | -17.6% |
| 1Y | -12.6% | +12.8% | -25.4% | -25.6% |
| 3Y | +137.6% | +134.6% | +3.0% | -3.1% |
| 5Y | -30.4% | +204.5% | -234.9% | -80.3% |
| All | -46.4% | +260.2% | -306.6% | -86.4% |
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