-44.4%
TOST vs NWSA
+22.9%
-67.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.3% |
| 7D | +4.0% | -10.5% | +14.5% | +12.8% |
| 30D | +11.1% | -8.8% | +19.8% | +18.5% |
| 3M | +0.8% | -6.5% | +7.4% | +5.0% |
| 6M | +38.8% | -1.3% | +40.1% | +36.7% |
| YTD | -2.1% | +2.5% | -4.6% | -6.9% |
| 1Y | -6.0% | +0.2% | -6.2% | -8.6% |
| 3Y | +149.8% | +27.6% | +122.2% | +86.4% |
| 5Y | -42.8% | +17.0% | -59.8% | -56.8% |
| All | -44.4% | +22.9% | -67.3% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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