-45.7%
TOST vs NWSA
+40.1%
-85.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.7% |
| 7D | -3.4% | -1.9% | -1.5% | -1.8% |
| 30D | -2.4% | +4.6% | -7.0% | -6.5% |
| 3M | +34.6% | +13.2% | +21.4% | +19.6% |
| 6M | +15.2% | +27.0% | -11.8% | -8.1% |
| YTD | -4.4% | +16.8% | -21.2% | -17.6% |
| 1Y | -17.4% | +4.5% | -21.9% | -21.5% |
| 3Y | +54.5% | +46.2% | +8.2% | +4.2% |
| All | -45.7% | +40.1% | -85.8% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling