+106.1%
TOST vs PINS
-36.3%
+142.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | +1.3% |
| 7D | +11.6% | -0.7% | +12.3% | +11.8% |
| 30D | +16.2% | -1.2% | +17.4% | +16.6% |
| 3M | +1.0% | -15.3% | +16.3% | +5.3% |
| 6M | +23.2% | -11.2% | +34.4% | +26.2% |
| YTD | -1.0% | -23.6% | +22.6% | +3.9% |
| 1Y | -9.9% | -23.1% | +13.3% | -5.6% |
| All | +106.1% | -36.3% | +142.4% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling