-46.4%
TOST vs NI
+125.1%
-171.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | -4.7% | +3.1% | -7.7% | -6.2% |
| 30D | +8.5% | +11.2% | -2.6% | +2.8% |
| 3M | -1.6% | +9.8% | -11.4% | -6.4% |
| 6M | +44.1% | -1.6% | +45.7% | +44.4% |
| YTD | -5.6% | +12.6% | -18.2% | -13.7% |
| 1Y | -12.6% | +7.8% | -20.4% | -17.9% |
| 3Y | +137.6% | +100.5% | +37.1% | +54.2% |
| 5Y | -30.4% | +114.4% | -144.8% | -57.1% |
| All | -46.4% | +125.1% | -171.5% | -69.3% |
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