-0.8%
TOST vs PSX
+97.5%
-98.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.5% | +10.0% | +4.9% |
| 7D | +10.7% | -5.2% | +15.9% | +10.0% |
| 30D | +17.7% | -3.7% | +21.5% | +16.9% |
| 3M | +4.6% | +26.8% | -22.2% | +5.6% |
| 6M | +20.3% | +47.3% | -27.0% | +23.3% |
| YTD | -0.4% | +105.4% | -105.8% | +1.6% |
| 1Y | -0.8% | +96.9% | -97.7% | +1.2% |
| All | -0.8% | +97.5% | -98.3% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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