-28.6%
TOST vs NDAQ
+69.9%
-98.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -2.1% |
| 7D | +3.0% | +2.9% | +0.1% | +0.1% |
| 30D | +10.3% | +17.5% | -7.2% | -6.4% |
| 3M | -3.3% | +15.4% | -18.7% | -16.9% |
| 6M | +37.8% | +24.6% | +13.2% | +8.2% |
| YTD | -2.8% | +14.4% | -17.2% | -16.5% |
| 1Y | -9.6% | +26.9% | -36.5% | -30.7% |
| 3Y | +144.6% | +119.8% | +24.8% | -2.1% |
| All | -28.6% | +69.9% | -98.5% | -59.8% |
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