-43.8%
TOST vs PR
+346.5%
-390.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | +0.6% |
| 7D | +11.6% | -16.5% | +28.2% | +16.2% |
| 30D | +16.2% | -4.5% | +20.8% | +16.8% |
| 3M | +1.0% | +8.5% | -7.5% | -2.1% |
| 6M | +23.2% | -3.3% | +26.5% | +22.1% |
| YTD | -1.0% | +55.7% | -56.7% | -15.1% |
| 1Y | -9.9% | +82.0% | -91.9% | -26.5% |
| 3Y | +101.0% | +62.5% | +38.6% | +64.9% |
| 5Y | -40.4% | +223.9% | -264.3% | -62.8% |
| All | -43.8% | +346.5% | -390.2% | -65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling