+52.2%
TOST vs PSLV
+179.9%
-127.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.7% |
| 7D | -4.7% | +3.3% | -8.0% | -5.0% |
| 30D | -9.1% | +2.1% | -11.2% | -9.3% |
| 3M | +29.8% | +7.1% | +22.7% | +28.8% |
| 6M | +10.0% | -21.6% | +31.6% | +12.1% |
| YTD | -8.6% | -6.7% | -1.9% | -13.5% |
| 1Y | -20.7% | +59.3% | -80.0% | -35.9% |
| All | +52.2% | +179.9% | -127.7% | -6.4% |
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