+137.6%
NEM vs TOST
-46.9%
+184.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.0% | +0.1% |
| 7D | -6.4% | 0.0% | -6.5% | -6.4% |
| 30D | +1.4% | +16.2% | -14.8% | +0.1% |
| 3M | -0.7% | -1.5% | +0.8% | -0.7% |
| 6M | -4.5% | +55.3% | -59.8% | -8.4% |
| YTD | +14.0% | -2.3% | +16.4% | +13.5% |
| 1Y | +27.3% | -5.5% | +32.8% | +27.0% |
| 3Y | +250.5% | +151.1% | +99.4% | +217.4% |
| 5Y | +121.1% | -27.9% | +149.0% | +104.3% |
| All | +137.6% | -46.9% | +184.4% | +120.6% |
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 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