+144.6%
TOST vs NTR
+46.8%
+97.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | +3.0% | +4.1% | -1.2% | +2.2% |
| 30D | +10.3% | +7.0% | +3.3% | +8.9% |
| 3M | -3.3% | +9.7% | -13.0% | -5.2% |
| 6M | +37.8% | +7.4% | +30.4% | +35.3% |
| YTD | -2.8% | +19.8% | -22.5% | -10.1% |
| 1Y | -9.6% | +25.4% | -35.0% | -17.9% |
| 3Y | +144.6% | +48.6% | +96.1% | +101.8% |
| All | +144.6% | +46.8% | +97.8% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling