-45.7%
TOST vs NOC
+60.9%
-106.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.1% |
| 7D | -3.4% | -5.2% | +1.8% | -3.3% |
| 30D | -2.4% | -7.2% | +4.8% | -2.3% |
| 3M | +34.6% | -5.1% | +39.7% | +34.8% |
| 6M | +15.2% | -31.1% | +46.3% | +16.0% |
| YTD | -4.4% | -8.6% | +4.2% | -4.8% |
| 1Y | -17.4% | -9.7% | -7.7% | -17.7% |
| 3Y | +54.5% | +24.3% | +30.2% | +50.4% |
| All | -45.7% | +60.9% | -106.6% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling