-45.7%
TOST vs PSA
+19.0%
-64.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.8% |
| 7D | -3.4% | -3.7% | +0.3% | -1.1% |
| 30D | -2.4% | -7.7% | +5.3% | +2.6% |
| 3M | +34.6% | -0.6% | +35.2% | +34.7% |
| 6M | +15.2% | -0.9% | +16.1% | +14.4% |
| YTD | -4.4% | +18.7% | -23.1% | -17.0% |
| 1Y | -17.4% | +7.6% | -25.1% | -23.3% |
| 3Y | +54.5% | +23.7% | +30.8% | +23.5% |
| All | -45.7% | +19.0% | -64.7% | -54.5% |
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