+103.2%
TOST vs NTAP
+135.3%
-32.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +9.4% | -15.1% | +24.5% | +14.5% |
| 30D | +13.5% | -28.1% | +41.6% | +24.7% |
| 3M | -0.1% | -11.4% | +11.3% | +1.7% |
| 6M | +22.5% | +52.2% | -29.8% | -1.1% |
| YTD | -2.4% | +60.4% | -62.8% | -23.5% |
| 1Y | -4.7% | +51.0% | -55.7% | -23.4% |
| 3Y | +103.2% | +135.6% | -32.3% | +32.3% |
| All | +103.2% | +135.3% | -32.0% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling