+21.3%
NEE vs TOST
-46.7%
+68.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +2.2% | +4.0% | -1.9% | +1.8% |
| 30D | +12.3% | +11.1% | +1.2% | +11.2% |
| 3M | +3.4% | +0.8% | +2.5% | +3.2% |
| 6M | -5.3% | +38.8% | -44.1% | -8.4% |
| YTD | +10.6% | -2.1% | +12.6% | +9.9% |
| 1Y | +6.5% | -6.0% | +12.5% | +6.3% |
| 3Y | +73.5% | +149.8% | -76.3% | +52.5% |
| 5Y | +17.0% | -42.8% | +59.7% | +7.4% |
| All | +21.3% | -46.7% | +68.0% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling