-27.7%
TOST vs NTRS
+64.9%
-92.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.2% |
| 7D | 0.0% | +3.2% | -3.1% | -2.0% |
| 30D | +16.2% | +9.6% | +6.6% | +9.3% |
| 3M | -1.5% | -6.0% | +4.5% | +2.2% |
| 6M | +55.3% | +10.4% | +44.9% | +44.3% |
| YTD | -2.3% | +32.5% | -34.8% | -21.1% |
| 1Y | -5.5% | +41.2% | -46.7% | -27.1% |
| 3Y | +151.1% | +173.4% | -22.3% | +19.0% |
| All | -27.7% | +64.9% | -92.6% | -49.5% |
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