-27.7%
TOST vs NSC
+31.3%
-59.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.4% |
| 7D | 0.0% | +2.5% | -2.5% | -1.5% |
| 30D | +16.2% | +1.7% | +14.5% | +14.8% |
| 3M | -1.5% | -2.6% | +1.0% | -0.2% |
| 6M | +55.3% | +6.4% | +48.9% | +47.9% |
| YTD | -2.3% | +15.5% | -17.8% | -13.0% |
| 1Y | -5.5% | +17.6% | -23.1% | -17.0% |
| 3Y | +151.1% | +75.0% | +76.2% | +58.9% |
| All | -27.7% | +31.3% | -59.0% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 5y: compounded portfolio wealth divided by compounded NSC 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…
5y analysis · Full analysis span regression · 6 months rolling