-31.0%
TOST vs NTR
+22.5%
-53.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | +3.0% | +4.1% | -1.2% | +1.8% |
| 30D | +10.3% | +7.0% | +3.3% | +8.1% |
| 3M | -3.3% | +9.7% | -13.0% | -6.2% |
| 6M | +37.8% | +7.4% | +30.4% | +33.9% |
| YTD | -2.8% | +19.8% | -22.5% | -11.1% |
| 1Y | -9.6% | +25.4% | -35.0% | -18.8% |
| 3Y | +144.6% | +48.6% | +96.1% | +101.5% |
| 5Y | -31.0% | +24.0% | -55.0% | -56.2% |
| All | -31.0% | +22.5% | -53.5% | -56.2% |
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 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