-44.5%
TOST vs NWSA
+22.1%
-66.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.1% |
| 7D | +9.4% | -9.4% | +18.8% | +17.4% |
| 30D | +13.5% | -7.8% | +21.2% | +19.9% |
| 3M | -0.1% | -10.8% | +10.6% | +8.3% |
| 6M | +22.5% | +1.1% | +21.4% | +18.0% |
| YTD | -2.4% | +1.8% | -4.2% | -6.6% |
| 1Y | -4.7% | +6.0% | -10.7% | -12.2% |
| 3Y | +103.2% | +24.6% | +78.6% | +55.2% |
| 5Y | -41.2% | +13.1% | -54.4% | -55.1% |
| All | -44.5% | +22.1% | -66.6% | -58.6% |
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