-43.8%
TOST vs PL
+14.0%
-57.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.1% | +9.5% | +1.6% |
| 7D | +11.6% | -20.5% | +32.2% | +16.9% |
| 30D | +16.2% | -38.8% | +55.0% | +28.6% |
| 3M | +1.0% | -49.1% | +50.2% | +15.7% |
| 6M | +23.2% | -69.4% | +92.6% | +51.9% |
| YTD | -1.0% | -42.3% | +41.4% | -1.6% |
| 1Y | -9.9% | -14.2% | +4.3% | -21.7% |
| 3Y | +101.0% | +398.7% | -297.7% | -22.1% |
| 5Y | -40.4% | +11.1% | -51.6% | -67.7% |
| All | -43.8% | +14.0% | -57.8% | -72.1% |
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