-18.3%
TOST vs NWSA
+2.1%
-20.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -0.5% |
| 7D | -0.9% | -2.6% | +1.8% | +1.1% |
| 30D | -3.5% | +4.6% | -8.0% | -6.8% |
| 3M | +38.1% | +10.2% | +27.9% | +27.4% |
| 6M | +9.9% | +21.6% | -11.7% | -6.8% |
| YTD | -6.3% | +14.6% | -20.9% | -16.3% |
| 1Y | -18.3% | +0.4% | -18.7% | -23.1% |
| All | -18.3% | +2.1% | -20.4% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling