-48.1%
TOST vs NI
+103.4%
-151.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.2% |
| 7D | -4.7% | +1.3% | -5.9% | -5.3% |
| 30D | -9.1% | -0.3% | -8.8% | -9.1% |
| 3M | +29.8% | -9.5% | +39.3% | +35.9% |
| 6M | +10.0% | -10.2% | +20.3% | +15.0% |
| YTD | -8.6% | +1.8% | -10.4% | -12.0% |
| 1Y | -20.7% | +5.7% | -26.4% | -25.6% |
| 3Y | +55.7% | +69.6% | -13.9% | +10.7% |
| All | -48.1% | +103.4% | -151.5% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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