+103.6%
NET vs TOST
-48.0%
+151.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -7.0% | -3.4% | -3.6% | -5.1% |
| 30D | -4.8% | -2.4% | -2.3% | -3.8% |
| 3M | +3.8% | +34.6% | -30.8% | -14.1% |
| 6M | +50.0% | +15.2% | +34.8% | +37.4% |
| YTD | +41.5% | -4.4% | +45.9% | +43.3% |
| 1Y | +32.8% | -17.4% | +50.2% | +44.4% |
| 3Y | +335.9% | +54.5% | +281.4% | +188.0% |
| All | +103.6% | -48.0% | +151.6% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling