+162.8%
NEM vs TOST
-46.7%
+209.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.5% |
| 7D | +14.7% | +4.0% | +10.7% | +14.3% |
| 30D | +6.2% | +11.1% | -4.8% | +5.2% |
| 3M | +11.0% | +0.8% | +10.2% | +10.8% |
| 6M | +7.9% | +38.8% | -30.9% | +4.5% |
| YTD | +26.2% | -2.1% | +28.2% | +25.5% |
| 1Y | +51.5% | -6.0% | +57.5% | +51.3% |
| 3Y | +290.6% | +149.8% | +140.8% | +253.8% |
| 5Y | +153.1% | -42.8% | +195.8% | +133.7% |
| All | +162.8% | -46.7% | +209.5% | +144.0% |
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