+28.0%
NBIS vs TOST
+2.2%
+25.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.5% | -12.2% | -7.0% |
| 7D | -22.4% | +10.7% | -33.1% | -23.0% |
| 30D | -39.1% | +17.7% | -56.9% | -40.0% |
| 3M | -37.3% | +4.6% | -41.9% | -37.9% |
| 6M | -19.8% | +20.3% | -40.0% | -22.8% |
| YTD | +69.1% | -0.4% | +69.5% | +66.5% |
| 1Y | +28.0% | -0.8% | +28.8% | +26.0% |
| All | +28.0% | +2.2% | +25.8% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 1y: compounded portfolio wealth divided by compounded TOST 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…
1y analysis · Full analysis span regression · 6 months rolling