-27.7%
TOST vs PINS
-58.8%
+31.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | 0.0% | +1.0% | -1.0% | -0.4% |
| 30D | +16.2% | -12.0% | +28.2% | +22.5% |
| 3M | -1.5% | -17.9% | +16.3% | +6.3% |
| 6M | +55.3% | -1.0% | +56.3% | +53.5% |
| YTD | -2.3% | -26.0% | +23.7% | +7.7% |
| 1Y | -5.5% | -28.5% | +22.9% | +5.6% |
| 3Y | +151.1% | -39.2% | +190.3% | +166.9% |
| All | -27.7% | -58.8% | +31.1% | +12.5% |
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