-44.5%
TOST vs NDAQ
+79.9%
-124.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.6% |
| 7D | 0.0% | +1.3% | -1.2% | -1.3% |
| 30D | +16.2% | +18.0% | -1.8% | -1.8% |
| 3M | -1.5% | +11.5% | -13.1% | -12.3% |
| 6M | +55.3% | +21.1% | +34.2% | +25.7% |
| YTD | -2.3% | +12.8% | -15.1% | -14.9% |
| 1Y | -5.5% | +25.7% | -31.2% | -27.0% |
| 3Y | +151.1% | +116.8% | +34.3% | +2.4% |
| 5Y | -27.9% | +67.3% | -95.2% | -59.7% |
| All | -44.5% | +79.9% | -124.5% | -70.2% |
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