-26.0%
NOW vs TOST
-41.7%
+15.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.7% |
| 7D | -6.7% | +11.6% | -18.3% | -10.6% |
| 30D | -25.8% | +16.2% | -42.0% | -29.9% |
| 3M | -12.7% | +1.0% | -13.7% | -13.4% |
| 6M | +11.2% | +23.2% | -11.9% | +2.1% |
| YTD | -33.2% | -1.0% | -32.2% | -33.5% |
| 1Y | -41.8% | -9.9% | -31.9% | -40.3% |
| 3Y | -15.7% | +101.0% | -116.7% | -38.8% |
| 5Y | -26.0% | -40.4% | +14.4% | -31.4% |
| All | -26.0% | -41.7% | +15.7% | -31.4% |
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 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