-44.5%
TOST vs NSC
+47.9%
-92.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | +0.3% |
| 7D | +9.4% | -6.6% | +16.1% | +13.9% |
| 30D | +13.5% | +2.2% | +11.3% | +11.9% |
| 3M | -0.1% | -6.2% | +6.1% | +3.6% |
| 6M | +22.5% | +1.7% | +20.8% | +20.0% |
| YTD | -2.4% | +12.2% | -14.6% | -11.3% |
| 1Y | -4.7% | +15.4% | -20.1% | -15.0% |
| 3Y | +103.2% | +73.3% | +29.9% | +31.1% |
| 5Y | -41.2% | +24.7% | -65.9% | -54.3% |
| All | -44.5% | +47.9% | -92.5% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling