-17.9%
NOW vs TOST
-45.8%
+27.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -2.4% |
| 7D | -27.5% | +10.7% | -38.3% | -30.2% |
| 30D | -20.0% | +17.7% | -37.8% | -24.7% |
| 3M | -7.9% | +4.6% | -12.5% | -9.9% |
| 6M | +18.3% | +20.3% | -2.0% | +9.8% |
| YTD | -29.0% | -0.4% | -28.6% | -29.4% |
| 1Y | -38.7% | -0.8% | -37.9% | -39.3% |
| 3Y | -10.3% | +102.2% | -112.6% | -34.2% |
| 5Y | -22.5% | -41.3% | +18.8% | -33.9% |
| All | -17.9% | -45.8% | +27.9% | -28.5% |
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