+61.0%
NEE vs TOST
+96.7%
-35.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.4% |
| 7D | +3.9% | +9.4% | -5.6% | +3.3% |
| 30D | +12.8% | +13.5% | -0.7% | +11.9% |
| 3M | +3.6% | -0.1% | +3.7% | +3.4% |
| 6M | -7.5% | +22.5% | -30.0% | -9.0% |
| YTD | +10.7% | -2.4% | +13.0% | +10.9% |
| 1Y | +9.1% | -4.7% | +13.8% | +9.5% |
| 3Y | +61.0% | +103.2% | -42.2% | +37.2% |
| All | +61.0% | +96.7% | -35.7% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling