-17.4%
TOST vs PR
+76.5%
-93.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | -0.3% |
| 7D | -3.4% | +2.9% | -6.3% | -2.8% |
| 30D | -2.4% | +18.0% | -20.5% | +1.0% |
| 3M | +34.6% | +16.9% | +17.8% | +39.5% |
| 6M | +15.2% | +28.2% | -13.0% | +20.5% |
| YTD | -4.4% | +69.3% | -73.7% | +3.7% |
| 1Y | -17.4% | +69.5% | -86.9% | -10.8% |
| All | -17.4% | +76.5% | -93.9% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling