-44.5%
TOST vs NI
+117.0%
-161.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.2% |
| 3M | -0.1% | +2.5% | -2.6% | -1.5% |
| 6M | +22.5% | -5.8% | +28.3% | +25.6% |
| YTD | -2.4% | +8.6% | -10.9% | -9.1% |
| 1Y | -4.7% | +6.0% | -10.7% | -9.9% |
| 3Y | +103.2% | +91.0% | +12.2% | +35.4% |
| 5Y | -41.2% | +104.8% | -146.0% | -62.7% |
| All | -44.5% | +117.0% | -161.5% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling