+25.8%
NXPI vs TOST
-46.1%
+71.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.6% | -7.2% | -7.6% |
| 7D | -8.1% | +11.6% | -19.7% | -10.7% |
| 30D | 0.0% | +16.2% | -16.2% | -3.9% |
| 3M | +6.2% | +1.0% | +5.2% | +5.3% |
| 6M | -15.7% | +23.2% | -38.9% | -21.8% |
| YTD | +14.1% | -1.0% | +15.1% | +11.3% |
| 1Y | +18.2% | -9.9% | +28.1% | +18.3% |
| 3Y | +42.0% | +101.0% | -59.1% | +11.1% |
| 5Y | +19.5% | -40.4% | +59.9% | -1.2% |
| All | +25.8% | -46.1% | +71.9% | +3.7% |
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 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