-17.4%
TOST vs PSLV
+57.1%
-74.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.1% |
| 7D | -3.4% | -0.6% | -2.8% | -3.4% |
| 30D | -2.4% | +7.3% | -9.7% | -2.4% |
| 3M | +34.6% | -7.4% | +42.0% | +34.6% |
| 6M | +15.2% | -20.3% | +35.5% | +15.1% |
| YTD | -4.4% | -8.2% | +3.9% | -6.7% |
| 1Y | -17.4% | +57.9% | -75.3% | -11.2% |
| All | -17.4% | +57.1% | -74.5% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling