+136.5%
NEM vs TOST
-48.6%
+185.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.8% |
| 7D | -5.9% | -4.7% | -1.2% | -5.5% |
| 30D | -2.6% | +8.5% | -11.1% | -3.2% |
| 3M | -4.2% | -1.6% | -2.6% | -4.2% |
| 6M | -5.5% | +44.1% | -49.6% | -8.7% |
| YTD | +13.5% | -5.6% | +19.1% | +13.4% |
| 1Y | +22.2% | -12.6% | +34.7% | +22.8% |
| 3Y | +249.0% | +137.6% | +111.4% | +217.4% |
| 5Y | +120.1% | -30.4% | +150.4% | +104.1% |
| All | +136.5% | -48.6% | +185.2% | +120.3% |
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