+142.7%
TOST vs PSX
+155.7%
-13.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.0% |
| 7D | -4.7% | +6.4% | -11.1% | -5.9% |
| 30D | +8.5% | -10.2% | +18.7% | +10.7% |
| 3M | -1.6% | +17.2% | -18.8% | -6.5% |
| 6M | +44.1% | +51.8% | -7.6% | +26.9% |
| YTD | -5.6% | +108.0% | -113.6% | -26.8% |
| 1Y | -12.6% | +96.1% | -108.7% | -30.8% |
| All | +142.7% | +155.7% | -13.0% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling