-44.4%
TOST vs NTAP
+121.8%
-166.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -1.7% |
| 7D | +4.0% | -5.0% | +9.0% | +6.1% |
| 30D | +11.1% | -25.8% | +36.8% | +26.6% |
| 3M | +0.8% | -6.9% | +7.7% | +1.2% |
| 6M | +38.8% | +50.0% | -11.2% | +2.4% |
| YTD | -2.1% | +66.9% | -69.0% | -33.6% |
| 1Y | -6.0% | +58.3% | -64.3% | -34.1% |
| 3Y | +149.8% | +145.1% | +4.7% | +11.0% |
| 5Y | -42.8% | +114.2% | -157.0% | -72.0% |
| All | -44.4% | +121.8% | -166.2% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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