-45.7%
TOST vs PPL
+45.1%
-90.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.4% | +2.7% | -6.1% | -5.0% |
| 30D | -2.4% | +0.5% | -2.9% | -2.9% |
| 3M | +34.6% | +0.7% | +34.0% | +33.2% |
| 6M | +15.2% | -7.6% | +22.8% | +20.2% |
| YTD | -4.4% | +1.8% | -6.2% | -7.1% |
| 1Y | -17.4% | -0.8% | -16.7% | -18.5% |
| 3Y | +54.5% | +56.9% | -2.4% | +1.8% |
| All | -45.7% | +45.1% | -90.8% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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