-21.3%
TOST vs NTRS
+51.4%
-72.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | -5.4% | +1.4% | -6.8% | -5.9% |
| 30D | -5.7% | -0.7% | -5.0% | -5.5% |
| 3M | +30.1% | +11.3% | +18.8% | +24.0% |
| 6M | +11.9% | +35.5% | -23.6% | -5.7% |
| YTD | -9.5% | +40.6% | -50.1% | -26.0% |
| 1Y | -21.3% | +49.2% | -70.5% | -38.3% |
| All | -21.3% | +51.4% | -72.7% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling