-28.6%
TOST vs PINS
-59.0%
+30.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +3.0% | -6.9% | +9.9% | +6.0% |
| 30D | +10.3% | -11.4% | +21.7% | +15.9% |
| 3M | -3.3% | -22.2% | +19.0% | +6.9% |
| 6M | +37.8% | -10.9% | +48.7% | +42.5% |
| YTD | -2.8% | -26.8% | +24.0% | +7.7% |
| 1Y | -9.6% | -29.8% | +20.3% | +1.9% |
| 3Y | +144.6% | -39.0% | +183.7% | +159.3% |
| All | -28.6% | -59.0% | +30.3% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling