+6.6%
NOW vs TOST
-48.0%
+54.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.0% | -3.0% |
| 7D | -2.4% | -3.4% | +1.0% | -1.2% |
| 30D | +20.5% | -2.4% | +23.0% | +21.2% |
| 3M | +18.3% | +34.6% | -16.3% | +5.8% |
| 6M | +24.1% | +15.2% | +8.9% | +17.8% |
| YTD | -7.8% | -4.4% | -3.4% | -6.9% |
| 1Y | -21.4% | -17.4% | -4.0% | -17.2% |
| 3Y | +19.5% | +54.5% | -34.9% | -3.6% |
| All | +6.6% | -48.0% | +54.6% | -5.6% |
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