+18.9%
NEE vs TOST
-46.9%
+65.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.5% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +8.6% | +16.2% | -7.6% | +7.2% |
| 3M | -0.3% | -1.5% | +1.2% | -0.3% |
| 6M | -8.9% | +55.3% | -64.2% | -12.7% |
| YTD | +8.3% | -2.3% | +10.7% | +7.8% |
| 1Y | +4.3% | -5.5% | +9.8% | +4.0% |
| 3Y | +70.7% | +151.1% | -80.4% | +50.0% |
| 5Y | +12.8% | -27.9% | +40.8% | +2.4% |
| All | +18.9% | -46.9% | +65.7% | +10.5% |
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