-44.4%
TOST vs NDAQ
+80.0%
-124.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -1.0% |
| 7D | +4.0% | -0.1% | +4.1% | +4.1% |
| 30D | +11.1% | +15.9% | -4.8% | -4.4% |
| 3M | +0.8% | +15.1% | -14.3% | -13.0% |
| 6M | +38.8% | +22.9% | +15.9% | +10.5% |
| YTD | -2.1% | +12.8% | -14.9% | -14.7% |
| 1Y | -6.0% | +26.0% | -32.0% | -27.5% |
| 3Y | +149.8% | +119.7% | +30.1% | +0.3% |
| 5Y | -42.8% | +65.4% | -108.2% | -67.5% |
| All | -44.4% | +80.0% | -124.4% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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