-48.9%
TOST vs NTRS
+105.2%
-154.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -2.9% | -2.4% |
| 7D | -5.9% | +0.3% | -6.2% | -6.1% |
| 30D | -8.4% | +0.2% | -8.6% | -8.6% |
| 3M | +31.4% | +13.2% | +18.2% | +20.8% |
| 6M | +10.5% | +36.9% | -26.4% | -11.6% |
| YTD | -10.1% | +39.1% | -49.2% | -29.0% |
| 1Y | -19.9% | +50.4% | -70.4% | -40.1% |
| 3Y | +53.3% | +166.8% | -113.5% | -24.0% |
| All | -48.9% | +105.2% | -154.1% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling