+56.7%
TOST vs PL
+454.1%
-397.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.2% |
| 7D | -3.4% | -9.3% | +5.9% | -2.2% |
| 30D | -2.4% | -18.9% | +16.5% | +0.2% |
| 3M | +34.6% | -58.4% | +93.0% | +49.8% |
| 6M | +15.2% | -30.3% | +45.5% | +14.5% |
| YTD | -4.4% | -8.1% | +3.7% | -10.7% |
| 1Y | -17.4% | +180.5% | -197.9% | -40.6% |
| All | +56.7% | +454.1% | -397.5% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling