-48.6%
TOST vs NTRS
+107.4%
-156.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.1% |
| 7D | -5.4% | +1.4% | -6.8% | -6.2% |
| 30D | -5.7% | -0.7% | -5.0% | -5.4% |
| 3M | +30.1% | +11.3% | +18.8% | +20.9% |
| 6M | +11.9% | +35.5% | -23.6% | -9.8% |
| YTD | -9.5% | +40.6% | -50.1% | -29.0% |
| 1Y | -21.3% | +49.2% | -70.5% | -40.7% |
| 3Y | +50.7% | +167.2% | -116.6% | -25.4% |
| All | -48.6% | +107.4% | -156.0% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling