-13.9%
TOST vs PLTD
-78.1%
+64.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.7% |
| 7D | -3.6% | -1.6% | -2.0% | -3.9% |
| 30D | +8.9% | +18.5% | -9.6% | +14.3% |
| 3M | -2.2% | -2.4% | +0.2% | -2.3% |
| 6M | +41.0% | -34.6% | +75.6% | +29.8% |
| YTD | -4.0% | -21.4% | +17.5% | -4.7% |
| 1Y | -9.6% | -16.8% | +7.2% | -8.3% |
| All | -13.9% | -78.1% | +64.2% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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