-48.1%
TOST vs PSLV
+178.2%
-226.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.9% |
| 7D | -4.7% | +3.3% | -8.0% | -5.2% |
| 30D | -9.1% | +2.1% | -11.2% | -9.5% |
| 3M | +29.8% | +7.1% | +22.7% | +28.0% |
| 6M | +10.0% | -21.6% | +31.6% | +13.4% |
| YTD | -8.6% | -6.7% | -1.9% | -14.3% |
| 1Y | -20.7% | +59.3% | -80.0% | -38.3% |
| 3Y | +55.7% | +182.1% | -126.4% | -5.2% |
| All | -48.1% | +178.2% | -226.3% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling