-40.6%
TOST vs NWSA
+12.8%
-53.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.1% |
| 7D | +9.4% | -9.4% | +18.8% | +17.5% |
| 30D | +13.5% | -7.8% | +21.2% | +20.0% |
| 3M | -0.1% | -10.8% | +10.6% | +8.4% |
| 6M | +22.5% | +1.1% | +21.4% | +17.8% |
| YTD | -2.4% | +1.8% | -4.2% | -6.7% |
| 1Y | -4.7% | +6.0% | -10.7% | -12.4% |
| 3Y | +103.2% | +24.6% | +78.6% | +54.0% |
| All | -40.6% | +12.8% | -53.3% | -53.9% |
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