+142.7%
TOST vs NWSA
+29.1%
+113.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.2% |
| 7D | -4.7% | -0.8% | -3.9% | -4.1% |
| 30D | +8.5% | -11.3% | +19.9% | +16.9% |
| 3M | -1.6% | -8.1% | +6.5% | +2.9% |
| 6M | +44.1% | -0.7% | +44.8% | +41.0% |
| YTD | -5.6% | +1.3% | -6.9% | -9.0% |
| 1Y | -12.6% | -1.3% | -11.3% | -13.9% |
| All | +142.7% | +29.1% | +113.6% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling