-45.4%
TOST vs PSX
+373.8%
-419.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -2.2% |
| 7D | -3.6% | -0.4% | -3.2% | -3.6% |
| 30D | +8.9% | -8.1% | +17.0% | +11.1% |
| 3M | -2.2% | +15.9% | -18.1% | -8.0% |
| 6M | +41.0% | +49.4% | -8.4% | +20.8% |
| YTD | -4.0% | +104.7% | -108.6% | -28.2% |
| 1Y | -9.6% | +89.1% | -98.7% | -30.4% |
| 3Y | +141.7% | +151.7% | -10.1% | +59.3% |
| 5Y | -29.5% | +298.3% | -327.8% | -62.6% |
| All | -45.4% | +373.8% | -419.3% | -72.6% |
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 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