-27.7%
TOST vs PSX
+306.7%
-334.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.2% |
| 7D | 0.0% | +7.8% | -7.8% | -2.3% |
| 30D | +16.2% | -10.9% | +27.1% | +19.8% |
| 3M | -1.5% | +14.5% | -16.0% | -6.9% |
| 6M | +55.3% | +56.1% | -0.8% | +31.4% |
| YTD | -2.3% | +109.6% | -111.9% | -27.4% |
| 1Y | -5.5% | +95.5% | -101.0% | -27.9% |
| 3Y | +151.1% | +156.2% | -5.1% | +65.0% |
| All | -27.7% | +306.7% | -334.4% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling