-45.4%
TOST vs PINS
-62.8%
+17.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.8% |
| 7D | -3.6% | -9.4% | +5.8% | +0.2% |
| 30D | +8.9% | -10.2% | +19.1% | +13.6% |
| 3M | -2.2% | -19.0% | +16.8% | +5.9% |
| 6M | +41.0% | -7.4% | +48.3% | +43.3% |
| YTD | -4.0% | -25.7% | +21.8% | +5.3% |
| 1Y | -9.6% | -29.7% | +20.1% | +1.4% |
| 3Y | +141.7% | -38.1% | +179.8% | +155.3% |
| 5Y | -29.5% | -57.3% | +27.8% | -27.6% |
| All | -45.4% | -62.8% | +17.3% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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