-44.5%
TOST vs NDAQ
+77.7%
-122.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.7% |
| 7D | +9.4% | +0.8% | +8.6% | +8.6% |
| 30D | +13.5% | +16.5% | -3.0% | -2.9% |
| 3M | -0.1% | +13.5% | -13.6% | -12.6% |
| 6M | +22.5% | +20.9% | +1.5% | -0.9% |
| YTD | -2.4% | +11.4% | -13.8% | -13.8% |
| 1Y | -4.7% | +25.9% | -30.6% | -26.5% |
| 3Y | +103.2% | +119.9% | -16.6% | -18.8% |
| 5Y | -41.2% | +61.7% | -103.0% | -66.0% |
| All | -44.5% | +77.7% | -122.2% | -69.8% |
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