-44.4%
TOST vs PINS
-63.1%
+18.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +4.0% | -6.2% | +10.2% | +6.7% |
| 30D | +11.1% | -10.9% | +22.0% | +16.3% |
| 3M | +0.8% | -19.5% | +20.4% | +9.5% |
| 6M | +38.8% | -10.4% | +49.2% | +43.1% |
| YTD | -2.1% | -26.4% | +24.3% | +7.8% |
| 1Y | -6.0% | -29.6% | +23.6% | +5.3% |
| 3Y | +149.8% | -39.0% | +188.8% | +165.7% |
| 5Y | -42.8% | -59.1% | +16.4% | -41.1% |
| All | -44.4% | -63.1% | +18.7% | -44.4% |
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