-44.8%
TOST vs NOC
+71.5%
-116.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.7% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +10.3% | +14.1% | -3.9% | +9.9% |
| 3M | -3.3% | -4.6% | +1.4% | -3.3% |
| 6M | +37.8% | +0.7% | +37.1% | +37.7% |
| YTD | -2.8% | -2.6% | -0.2% | -3.3% |
| 1Y | -9.6% | -1.0% | -8.6% | -10.2% |
| 3Y | +144.6% | +24.5% | +120.2% | +139.2% |
| 5Y | -31.0% | +64.3% | -95.3% | -32.7% |
| All | -44.8% | +71.5% | -116.2% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling