-27.7%
TOST vs PSA
+26.3%
-54.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | 0.0% | -1.4% | +1.5% | +1.0% |
| 30D | +16.2% | +15.2% | +1.0% | +6.4% |
| 3M | -1.5% | +2.2% | -3.7% | -2.9% |
| 6M | +55.3% | +11.7% | +43.6% | +43.9% |
| YTD | -2.3% | +32.0% | -34.4% | -20.8% |
| 1Y | -5.5% | +26.3% | -31.8% | -21.0% |
| 3Y | +151.1% | +52.4% | +98.8% | +71.5% |
| All | -27.7% | +26.3% | -54.0% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling