-43.8%
TOST vs PINS
-61.7%
+17.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | +2.2% |
| 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% | +7.5% |
| 6M | +23.2% | -11.2% | +34.4% | +27.5% |
| YTD | -1.0% | -23.6% | +22.6% | +7.4% |
| 1Y | -9.9% | -23.1% | +13.3% | -2.7% |
| 3Y | +101.0% | -36.0% | +137.1% | +109.3% |
| 5Y | -40.4% | -57.2% | +16.8% | -39.6% |
| All | -43.8% | -61.7% | +17.9% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling