-45.7%
TOST vs NTR
+46.5%
-92.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.5% |
| 7D | -3.4% | +8.1% | -11.5% | -5.6% |
| 30D | -2.4% | +18.8% | -21.2% | -7.2% |
| 3M | +34.6% | +16.2% | +18.4% | +28.5% |
| 6M | +15.2% | +9.8% | +5.4% | +10.4% |
| YTD | -4.4% | +30.9% | -35.3% | -14.4% |
| 1Y | -17.4% | +41.8% | -59.2% | -28.5% |
| 3Y | +54.5% | +35.8% | +18.7% | +33.2% |
| All | -45.7% | +46.5% | -92.2% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling