+33.9%
NXPI vs TOST
-36.3%
+70.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | -0.5% | +3.0% | -3.4% | -1.3% |
| 30D | +15.0% | +10.3% | +4.7% | +11.8% |
| 3M | +12.6% | -3.3% | +15.8% | +12.9% |
| 6M | -10.6% | +37.8% | -48.4% | -19.4% |
| YTD | +22.1% | -2.8% | +24.9% | +19.6% |
| 1Y | +29.8% | -9.6% | +39.3% | +29.7% |
| 3Y | +47.8% | +144.6% | -96.9% | +8.6% |
| 5Y | +33.9% | -31.0% | +64.8% | +8.5% |
| All | +33.9% | -36.3% | +70.1% | +8.5% |
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