-43.4%
TOST vs PR
+369.3%
-412.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.5% | +12.0% | +7.1% |
| 7D | +10.7% | -12.1% | +22.8% | +13.9% |
| 30D | +17.7% | +0.9% | +16.8% | +16.8% |
| 3M | +4.6% | +10.1% | -5.5% | +1.0% |
| 6M | +20.3% | +1.1% | +19.2% | +18.0% |
| YTD | -0.4% | +63.7% | -64.1% | -15.6% |
| 1Y | -0.8% | +87.0% | -87.8% | -19.5% |
| 3Y | +102.2% | +70.7% | +31.5% | +64.0% |
| 5Y | -41.3% | +246.8% | -288.1% | -63.9% |
| All | -43.4% | +369.3% | -412.7% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling