-44.5%
TOST vs PSX
+350.1%
-394.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +9.4% | -13.1% | +22.6% | +14.0% |
| 30D | +13.5% | -9.5% | +23.0% | +16.2% |
| 3M | -0.1% | +20.2% | -20.3% | -7.4% |
| 6M | +22.5% | +44.9% | -22.4% | +5.7% |
| YTD | -2.4% | +94.4% | -96.8% | -25.9% |
| 1Y | -4.7% | +83.1% | -87.8% | -26.0% |
| 3Y | +103.2% | +132.2% | -28.9% | +37.9% |
| 5Y | -41.2% | +278.8% | -320.1% | -68.1% |
| All | -44.5% | +350.1% | -394.6% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling