+59.7%
TOST vs NTR
+42.0%
+17.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -2.3% |
| 7D | -0.9% | +3.8% | -4.7% | -1.7% |
| 30D | -3.5% | +25.2% | -28.7% | -8.1% |
| 3M | +38.1% | +21.0% | +17.1% | +32.3% |
| 6M | +9.9% | +7.6% | +2.3% | +7.2% |
| YTD | -6.3% | +32.9% | -39.1% | -15.5% |
| 1Y | -18.3% | +43.1% | -61.4% | -28.8% |
| 3Y | +59.7% | +41.6% | +18.2% | +39.2% |
| All | +59.7% | +42.0% | +17.8% | +39.2% |
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