-0.8%
TOST vs NTR
+36.7%
-37.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.0% | +1.5% | +5.8% |
| 7D | +10.7% | +4.3% | +6.4% | +11.1% |
| 30D | +17.7% | +2.6% | +15.2% | +18.0% |
| 3M | +4.6% | +8.5% | -3.9% | +5.5% |
| 6M | +20.3% | -3.3% | +23.6% | +20.1% |
| YTD | -0.4% | +19.6% | -20.0% | -2.4% |
| 1Y | -0.8% | +37.6% | -38.4% | -11.7% |
| All | -0.8% | +36.7% | -37.5% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling