+146.9%
TOST vs PSLV
+123.1%
+23.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | -3.6% | -1.5% | -2.1% | -3.5% |
| 30D | +8.9% | -15.2% | +24.1% | +10.4% |
| 3M | -2.2% | -21.4% | +19.2% | -0.4% |
| 6M | +41.0% | -39.9% | +80.9% | +47.0% |
| YTD | -4.0% | -29.3% | +25.3% | -7.0% |
| 1Y | -9.6% | -1.6% | -8.0% | -19.9% |
| All | +146.9% | +123.1% | +23.9% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling