+21.1%
NEE vs TOST
-20.0%
+41.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +1.9% | -3.4% | +5.4% | +1.7% |
| 30D | -2.2% | -2.4% | +0.3% | -2.3% |
| 3M | -1.2% | +34.6% | -35.8% | +0.5% |
| 6M | -8.6% | +15.2% | -23.8% | -7.6% |
| YTD | +6.2% | -4.4% | +10.6% | +8.3% |
| 1Y | +21.1% | -17.4% | +38.5% | +22.0% |
| All | +21.1% | -20.0% | +41.1% | +22.0% |
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