+32.6%
NET vs TOST
-44.1%
+76.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.1% | -5.9% |
| 7D | -16.4% | +10.7% | -27.1% | -21.8% |
| 30D | -25.8% | +17.7% | -43.6% | -33.6% |
| 3M | -11.5% | +4.6% | -16.1% | -15.6% |
| 6M | +18.9% | +20.3% | -1.3% | +4.4% |
| YTD | +35.2% | -0.4% | +35.6% | +31.6% |
| 1Y | +14.5% | -0.8% | +15.2% | +10.4% |
| 3Y | +313.8% | +102.2% | +211.6% | +119.3% |
| 5Y | +32.6% | -41.3% | +73.9% | +4.2% |
| All | +32.6% | -44.1% | +76.7% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling