-45.7%
TOST vs PTC
+17.2%
-62.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +5.1% |
| 7D | -3.4% | -10.3% | +6.9% | +5.4% |
| 30D | -2.4% | +1.1% | -3.6% | -4.6% |
| 3M | +34.6% | +1.6% | +33.0% | +28.6% |
| 6M | +15.2% | -13.5% | +28.7% | +27.0% |
| YTD | -4.4% | -19.1% | +14.7% | +12.4% |
| 1Y | -17.4% | -33.9% | +16.5% | +16.2% |
| 3Y | +54.5% | -3.9% | +58.4% | +39.1% |
| All | -45.7% | +17.2% | -62.9% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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