+103.2%
TOST vs NDAQ
+122.6%
-19.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | +9.4% | +0.8% | +8.6% | +8.8% |
| 30D | +13.5% | +16.5% | -3.0% | +0.1% |
| 3M | -0.1% | +13.5% | -13.6% | -10.3% |
| 6M | +22.5% | +20.9% | +1.5% | +3.6% |
| YTD | -2.4% | +11.4% | -13.8% | -11.0% |
| 1Y | -4.7% | +25.9% | -30.6% | -22.2% |
| 3Y | +103.2% | +119.9% | -16.6% | +6.5% |
| All | +103.2% | +122.6% | -19.4% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling