-44.5%
TOST vs PL
+25.9%
-70.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.4% | -11.8% | -3.6% |
| 7D | +9.4% | -6.8% | +16.3% | +10.6% |
| 30D | +13.5% | -29.3% | +42.8% | +21.5% |
| 3M | -0.1% | -44.8% | +44.6% | +12.2% |
| 6M | +22.5% | -68.4% | +90.8% | +50.1% |
| YTD | -2.4% | -36.4% | +34.0% | -5.2% |
| 1Y | -4.7% | +0.7% | -5.4% | -20.5% |
| 3Y | +103.2% | +455.3% | -352.1% | -23.3% |
| 5Y | -41.2% | +22.7% | -63.9% | -68.9% |
| All | -44.5% | +25.9% | -70.4% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling