+56.7%
TOST vs PINS
-25.8%
+82.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.6% |
| 7D | -3.4% | -12.0% | +8.6% | -0.2% |
| 30D | -2.4% | -12.7% | +10.2% | +1.0% |
| 3M | +34.6% | -5.5% | +40.1% | +36.1% |
| 6M | +15.2% | +5.3% | +9.9% | +13.3% |
| YTD | -4.4% | -21.2% | +16.8% | -0.3% |
| 1Y | -17.4% | -45.0% | +27.6% | -7.4% |
| All | +56.7% | -25.8% | +82.5% | +61.9% |
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