-46.7%
TOST vs NTRS
+102.7%
-149.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.3% |
| 7D | -0.9% | +1.7% | -2.6% | -2.0% |
| 30D | -3.5% | +0.1% | -3.6% | -3.6% |
| 3M | +38.1% | +9.8% | +28.3% | +29.5% |
| 6M | +9.9% | +34.7% | -24.7% | -11.1% |
| YTD | -6.3% | +37.4% | -43.6% | -25.3% |
| 1Y | -18.3% | +48.2% | -66.5% | -38.3% |
| 3Y | +59.7% | +163.5% | -103.8% | -20.2% |
| All | -46.7% | +102.7% | -149.4% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling