-40.6%
TOST vs NDAQ
+60.8%
-101.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.0% |
| 3M | -0.1% | +13.5% | -13.6% | -12.8% |
| 6M | +22.5% | +20.9% | +1.5% | -1.1% |
| YTD | -2.4% | +11.4% | -13.8% | -14.0% |
| 1Y | -4.7% | +25.9% | -30.6% | -26.7% |
| 3Y | +103.2% | +119.9% | -16.6% | -20.3% |
| All | -40.6% | +60.8% | -101.4% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling