-45.7%
TOST vs NI
+102.0%
-147.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -3.4% | +2.0% | -5.4% | -4.4% |
| 30D | -2.4% | -3.5% | +1.1% | -0.8% |
| 3M | +34.6% | -9.1% | +43.7% | +40.7% |
| 6M | +15.2% | -11.8% | +27.0% | +21.6% |
| YTD | -4.4% | +1.1% | -5.5% | -7.6% |
| 1Y | -17.4% | +6.7% | -24.1% | -23.1% |
| 3Y | +54.5% | +71.1% | -16.6% | +9.2% |
| All | -45.7% | +102.0% | -147.7% | -67.1% |
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