+22.0%
NXPI vs TOST
-38.4%
+60.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.9% |
| 7D | -4.4% | +9.4% | -13.8% | -6.7% |
| 30D | +5.6% | +13.5% | -7.9% | +1.9% |
| 3M | +7.6% | -0.1% | +7.7% | +7.0% |
| 6M | -17.6% | +22.5% | -40.0% | -23.6% |
| YTD | +15.9% | -2.4% | +18.3% | +13.4% |
| 1Y | +22.4% | -4.7% | +27.1% | +20.5% |
| 3Y | +43.2% | +103.2% | -60.0% | +10.6% |
| All | +22.0% | -38.4% | +60.4% | +2.5% |
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 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