-27.7%
TOST vs NWSA
+18.8%
-46.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +1.1% |
| 7D | 0.0% | +2.2% | -2.2% | -1.9% |
| 30D | +16.2% | -8.8% | +24.9% | +24.2% |
| 3M | -1.5% | -6.5% | +5.0% | +2.6% |
| 6M | +55.3% | +1.5% | +53.8% | +49.0% |
| YTD | -2.3% | +4.0% | -6.4% | -8.4% |
| 1Y | -5.5% | +3.4% | -9.0% | -10.8% |
| 3Y | +151.1% | +34.8% | +116.3% | +76.3% |
| All | -27.7% | +18.8% | -46.5% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling