-18.3%
TOST vs PSA
+6.5%
-24.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -3.5% | -8.2% | +4.7% | -2.0% |
| 3M | +38.1% | -2.1% | +40.3% | +39.0% |
| 6M | +9.9% | -0.2% | +10.1% | +10.2% |
| YTD | -6.3% | +18.5% | -24.7% | -13.7% |
| 1Y | -18.3% | +6.6% | -24.9% | -20.2% |
| All | -18.3% | +6.5% | -24.8% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PSA 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling