+32.8%
NET vs TOST
-20.0%
+52.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -7.0% | -3.4% | -3.6% | -5.2% |
| 30D | -4.8% | -2.4% | -2.3% | -4.0% |
| 3M | +3.8% | +34.6% | -30.8% | -14.1% |
| 6M | +50.0% | +15.2% | +34.8% | +36.8% |
| YTD | +41.5% | -4.4% | +45.9% | +34.4% |
| 1Y | +32.8% | -17.4% | +50.2% | +30.1% |
| All | +32.8% | -20.0% | +52.9% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 1y: compounded portfolio wealth divided by compounded TOST 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…
1y analysis · Full analysis span regression · 6 months rolling