-44.5%
TOST vs PSA
+34.4%
-78.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.8% |
| 7D | +9.4% | +3.9% | +5.5% | +6.9% |
| 30D | +13.5% | +19.7% | -6.2% | +1.4% |
| 3M | -0.1% | +4.3% | -4.4% | -2.8% |
| 6M | +22.5% | +11.4% | +11.1% | +13.6% |
| YTD | -2.4% | +33.9% | -36.3% | -21.5% |
| 1Y | -4.7% | +28.3% | -33.0% | -21.1% |
| 3Y | +103.2% | +53.5% | +49.7% | +38.7% |
| 5Y | -41.2% | +30.6% | -71.9% | -54.0% |
| All | -44.5% | +34.4% | -78.9% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling