-4.7%
TOST vs PL
-3.5%
-1.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.4% | -11.8% | -1.5% |
| 7D | +9.4% | -6.8% | +16.3% | +9.5% |
| 30D | +13.5% | -29.3% | +42.8% | +14.2% |
| 3M | -0.1% | -44.8% | +44.6% | +0.7% |
| 6M | +22.5% | -68.4% | +90.8% | +24.8% |
| YTD | -2.4% | -36.4% | +34.0% | -6.7% |
| 1Y | -4.7% | +0.7% | -5.4% | -13.2% |
| All | -4.7% | -3.5% | -1.2% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling