-45.7%
TOST vs PINS
-60.5%
+14.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.9% |
| 7D | -3.4% | -12.0% | +8.6% | +1.8% |
| 30D | -2.4% | -12.7% | +10.2% | +3.0% |
| 3M | +34.6% | -5.5% | +40.1% | +36.8% |
| 6M | +15.2% | +5.3% | +9.9% | +11.5% |
| YTD | -4.4% | -21.2% | +16.8% | +2.9% |
| 1Y | -17.4% | -45.0% | +27.6% | +0.9% |
| 3Y | +54.5% | -26.2% | +80.7% | +48.4% |
| All | -45.7% | -60.5% | +14.8% | -46.9% |
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 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