+106.1%
TOST vs PLUG
-79.9%
+185.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.5% | +6.9% | 0.0% |
| 7D | +11.6% | -4.9% | +16.5% | +12.0% |
| 30D | +16.2% | -27.4% | +43.7% | +18.9% |
| 3M | +1.0% | -35.7% | +36.7% | +4.1% |
| 6M | +23.2% | -59.3% | +82.5% | +30.7% |
| YTD | -1.0% | -31.5% | +30.5% | -0.8% |
| 1Y | -9.9% | -48.9% | +39.0% | -7.7% |
| All | +106.1% | -79.9% | +185.9% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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