+37.5%
NXPI vs TOST
-48.6%
+86.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | +9.4% | -4.7% | +14.0% | +10.7% |
| 30D | +18.1% | +8.5% | +9.6% | +15.5% |
| 3M | +15.0% | -1.6% | +16.6% | +14.9% |
| 6M | -8.4% | +44.1% | -52.5% | -18.2% |
| YTD | +24.8% | -5.6% | +30.4% | +23.2% |
| 1Y | +33.3% | -12.6% | +45.9% | +34.4% |
| 3Y | +51.0% | +137.6% | -86.6% | +13.6% |
| 5Y | +34.5% | -30.4% | +64.9% | +10.4% |
| All | +37.5% | -48.6% | +86.2% | +14.7% |
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