-46.7%
TOST vs NTR
+48.7%
-95.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -2.4% |
| 7D | -0.9% | +3.8% | -4.7% | -2.0% |
| 30D | -3.5% | +25.2% | -28.7% | -9.6% |
| 3M | +38.1% | +21.0% | +17.1% | +30.2% |
| 6M | +9.9% | +7.6% | +2.3% | +6.2% |
| YTD | -6.3% | +32.9% | -39.1% | -16.4% |
| 1Y | -18.3% | +43.1% | -61.4% | -29.4% |
| 3Y | +59.7% | +41.6% | +18.2% | +35.9% |
| All | -46.7% | +48.7% | -95.5% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling