-45.7%
TOST vs NTAP
+133.2%
-178.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | -0.8% | -2.6% | -3.0% |
| 30D | -2.4% | -0.5% | -1.9% | -2.5% |
| 3M | +34.6% | +4.1% | +30.5% | +30.0% |
| 6M | +15.2% | +88.0% | -72.8% | -24.4% |
| YTD | -4.4% | +75.6% | -80.0% | -34.8% |
| 1Y | -17.4% | +58.9% | -76.3% | -40.0% |
| 3Y | +54.5% | +153.6% | -99.1% | -29.9% |
| All | -45.7% | +133.2% | -178.9% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling