-44.4%
TOST vs PSA
+34.7%
-79.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +4.0% | +1.5% | +2.6% | +3.1% |
| 30D | +11.1% | +16.7% | -5.6% | +0.8% |
| 3M | +0.8% | +4.0% | -3.2% | -1.7% |
| 6M | +38.8% | +10.9% | +28.0% | +29.3% |
| YTD | -2.1% | +34.2% | -36.3% | -21.4% |
| 1Y | -6.0% | +26.6% | -32.7% | -21.5% |
| 3Y | +149.8% | +54.7% | +95.1% | +69.5% |
| 5Y | -42.8% | +30.0% | -72.8% | -55.1% |
| All | -44.4% | +34.7% | -79.0% | -56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling