+94.6%
NET vs TOST
-45.8%
+140.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.1% | -5.8% |
| 7D | -16.4% | +10.7% | -27.1% | -21.6% |
| 30D | -25.8% | +17.7% | -43.6% | -33.4% |
| 3M | -11.5% | +4.6% | -16.1% | -15.5% |
| 6M | +18.9% | +20.3% | -1.3% | +4.9% |
| YTD | +35.2% | -0.4% | +35.6% | +31.8% |
| 1Y | +14.5% | -0.8% | +15.2% | +10.6% |
| 3Y | +313.8% | +102.2% | +211.6% | +126.3% |
| 5Y | +32.6% | -41.3% | +73.9% | -3.0% |
| All | +94.6% | -45.8% | +140.4% | +44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling