-40.6%
TOST vs NI
+104.4%
-144.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +9.4% | -0.9% | +10.4% | +10.0% |
| 30D | +13.5% | +9.6% | +3.8% | +8.3% |
| 3M | -0.1% | +2.5% | -2.6% | -1.5% |
| 6M | +22.5% | -5.8% | +28.3% | +25.5% |
| YTD | -2.4% | +8.6% | -10.9% | -9.0% |
| 1Y | -4.7% | +6.0% | -10.7% | -9.9% |
| 3Y | +103.2% | +91.0% | +12.2% | +35.5% |
| All | -40.6% | +104.4% | -144.9% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling