+107.3%
TOST vs PR
+69.4%
+37.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.5% | +12.0% | +6.7% |
| 7D | +10.7% | -12.1% | +22.8% | +13.3% |
| 30D | +17.7% | +0.9% | +16.8% | +16.7% |
| 3M | +4.6% | +10.1% | -5.5% | +1.1% |
| 6M | +20.3% | +1.1% | +19.2% | +18.4% |
| YTD | -0.4% | +63.7% | -64.1% | -17.2% |
| 1Y | -0.8% | +87.0% | -87.8% | -21.8% |
| All | +107.3% | +69.4% | +37.9% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling