-45.7%
TOST vs PLUG
-91.7%
+46.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.8% | -0.5% |
| 7D | -3.4% | -0.9% | -2.5% | -3.2% |
| 30D | -2.4% | +3.3% | -5.8% | -3.5% |
| 3M | +34.6% | -39.7% | +74.3% | +47.4% |
| 6M | +15.2% | -12.5% | +27.7% | +13.4% |
| YTD | -4.4% | +10.2% | -14.5% | -12.1% |
| 1Y | -17.4% | +50.7% | -68.1% | -33.4% |
| 3Y | +54.5% | -74.5% | +129.0% | +65.3% |
| All | -45.7% | -91.7% | +46.0% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling