-44.5%
TOST vs PR
+355.1%
-399.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.9% |
| 7D | +9.4% | -16.4% | +25.8% | +13.9% |
| 30D | +13.5% | -1.9% | +15.4% | +13.3% |
| 3M | -0.1% | +8.0% | -8.1% | -3.1% |
| 6M | +22.5% | +4.1% | +18.4% | +19.0% |
| YTD | -2.4% | +58.7% | -61.1% | -16.7% |
| 1Y | -4.7% | +75.8% | -80.5% | -21.2% |
| 3Y | +103.2% | +73.2% | +30.1% | +64.0% |
| 5Y | -41.2% | +230.1% | -271.4% | -63.5% |
| All | -44.5% | +355.1% | -399.6% | -65.6% |
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