-46.4%
TOST vs PSLV
+103.7%
-150.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.2% |
| 7D | -4.7% | -4.3% | -0.4% | -4.0% |
| 30D | +8.5% | -16.6% | +25.1% | +11.4% |
| 3M | -1.6% | -24.6% | +23.0% | +2.3% |
| 6M | +44.1% | -42.5% | +86.7% | +55.7% |
| YTD | -5.6% | -31.7% | +26.1% | -7.4% |
| 1Y | -12.6% | -8.7% | -3.9% | -22.2% |
| 3Y | +137.6% | +113.6% | +23.9% | +49.5% |
| 5Y | -30.4% | +83.3% | -113.7% | -60.3% |
| All | -46.4% | +103.7% | -150.0% | -71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling