-44.8%
TOST vs NTAP
+121.7%
-166.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.0% | -7.8% | +10.7% | +6.6% |
| 30D | +10.3% | -25.8% | +36.0% | +25.7% |
| 3M | -3.3% | -11.2% | +8.0% | -0.4% |
| 6M | +37.8% | +49.9% | -12.1% | +1.7% |
| YTD | -2.8% | +66.9% | -69.7% | -34.0% |
| 1Y | -9.6% | +58.8% | -68.4% | -36.8% |
| 3Y | +144.6% | +140.8% | +3.8% | +10.6% |
| 5Y | -31.0% | +115.0% | -146.0% | -66.4% |
| All | -44.8% | +121.7% | -166.4% | -73.8% |
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