+151.9%
NEM vs TOST
-47.1%
+199.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.4% | -4.1% |
| 7D | +11.6% | +3.0% | +8.7% | +11.4% |
| 30D | +1.8% | +10.3% | -8.5% | +0.9% |
| 3M | +2.5% | -3.3% | +5.8% | +2.7% |
| 6M | +3.4% | +37.8% | -34.4% | +0.2% |
| YTD | +20.9% | -2.8% | +23.7% | +20.4% |
| 1Y | +37.2% | -9.6% | +46.8% | +37.5% |
| 3Y | +271.6% | +144.6% | +127.0% | +237.1% |
| 5Y | +136.6% | -31.0% | +167.6% | +118.8% |
| All | +151.9% | -47.1% | +199.0% | +134.0% |
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