-46.7%
TOST vs PSX
+374.7%
-421.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.5% |
| 7D | -0.9% | +2.8% | -3.7% | -1.8% |
| 30D | -3.5% | +27.8% | -31.2% | -11.3% |
| 3M | +38.1% | +42.0% | -3.9% | +21.9% |
| 6M | +9.9% | +58.1% | -48.2% | -7.6% |
| YTD | -6.3% | +105.0% | -111.3% | -29.3% |
| 1Y | -18.3% | +104.9% | -123.2% | -38.7% |
| 3Y | +59.7% | +134.1% | -74.3% | +9.5% |
| All | -46.7% | +374.7% | -421.4% | -73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling