-18.3%
TOST vs NI
+6.7%
-25.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.2% | -1.7% |
| 7D | -0.9% | +2.3% | -3.2% | -0.4% |
| 30D | -3.5% | -1.7% | -1.8% | -3.6% |
| 3M | +38.1% | -8.0% | +46.1% | +36.7% |
| 6M | +9.9% | -8.6% | +18.5% | +8.3% |
| YTD | -6.3% | +2.3% | -8.6% | -11.2% |
| 1Y | -18.3% | +6.9% | -25.2% | -22.5% |
| All | -18.3% | +6.7% | -25.0% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling