+16.5%
NEE vs TOST
-48.0%
+64.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +1.9% | -3.4% | +5.4% | +2.2% |
| 30D | -2.2% | -2.4% | +0.3% | -2.0% |
| 3M | -1.2% | +34.6% | -35.8% | -3.9% |
| 6M | -8.6% | +15.2% | -23.8% | -10.2% |
| YTD | +6.2% | -4.4% | +10.6% | +5.9% |
| 1Y | +21.1% | -17.4% | +38.5% | +22.4% |
| 3Y | +36.4% | +54.5% | -18.1% | +25.6% |
| All | +16.5% | -48.0% | +64.5% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling