+31.9%
NXPI vs TOST
-46.7%
+78.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | -0.3% | +4.0% | -4.4% | -1.3% |
| 30D | +12.7% | +11.1% | +1.7% | +9.6% |
| 3M | +7.5% | +0.8% | +6.6% | +6.6% |
| 6M | -12.3% | +38.8% | -51.1% | -20.8% |
| YTD | +19.7% | -2.1% | +21.8% | +17.1% |
| 1Y | +27.6% | -6.0% | +33.6% | +26.1% |
| 3Y | +50.0% | +149.8% | -99.8% | +11.4% |
| 5Y | +27.2% | -42.8% | +69.9% | +5.7% |
| All | +31.9% | -46.7% | +78.6% | +9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling