-9.6%
TOST vs NTR
+24.1%
-33.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.3% |
| 7D | -3.6% | -0.6% | -3.0% | -3.6% |
| 30D | +8.9% | +5.4% | +3.5% | +9.4% |
| 3M | -2.2% | +7.3% | -9.6% | -1.4% |
| 6M | +41.0% | +2.2% | +38.8% | +41.3% |
| YTD | -4.0% | +18.9% | -22.9% | -6.2% |
| 1Y | -9.6% | +23.7% | -33.3% | -15.1% |
| All | -9.6% | +24.1% | -33.7% | -15.1% |
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