-18.3%
TOST vs PSX
+102.1%
-120.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -1.9% |
| 7D | -0.9% | +2.8% | -3.7% | -0.8% |
| 30D | -3.5% | +27.8% | -31.2% | -2.7% |
| 3M | +38.1% | +42.0% | -3.9% | +39.9% |
| 6M | +9.9% | +58.1% | -48.2% | +11.1% |
| YTD | -6.3% | +105.0% | -111.3% | -6.7% |
| 1Y | -18.3% | +104.9% | -123.2% | -19.2% |
| All | -18.3% | +102.1% | -120.4% | -19.2% |
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