-44.8%
TOST vs NI
+122.6%
-167.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.0% |
| 7D | +3.0% | +1.5% | +1.5% | +2.2% |
| 30D | +10.3% | +11.9% | -1.6% | +4.1% |
| 3M | -3.3% | +9.1% | -12.4% | -7.7% |
| 6M | +37.8% | -1.8% | +39.6% | +38.0% |
| YTD | -2.8% | +11.4% | -14.2% | -10.6% |
| 1Y | -9.6% | +6.4% | -16.0% | -14.5% |
| 3Y | +144.6% | +98.2% | +46.4% | +59.8% |
| 5Y | -31.0% | +110.1% | -141.0% | -57.2% |
| All | -44.8% | +122.6% | -167.4% | -68.2% |
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