-45.7%
TOST vs NDAQ
+60.2%
-105.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +1.9% |
| 7D | -3.4% | -2.4% | -1.0% | -1.1% |
| 30D | -2.4% | +2.5% | -4.9% | -4.9% |
| 3M | +34.6% | +9.9% | +24.7% | +20.7% |
| 6M | +15.2% | +9.4% | +5.8% | +3.3% |
| YTD | -4.4% | +0.4% | -4.8% | -5.9% |
| 1Y | -17.4% | +4.0% | -21.5% | -22.2% |
| 3Y | +54.5% | +94.4% | -39.9% | -30.0% |
| All | -45.7% | +60.2% | -105.9% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling