+47.9%
NEM vs TOST
-11.1%
+59.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | +13.4% | +9.4% | +4.0% | +12.7% |
| 30D | +6.5% | +13.5% | -7.0% | +5.5% |
| 3M | +14.9% | -0.1% | +15.1% | +14.5% |
| 6M | +5.5% | +22.5% | -17.0% | +4.5% |
| YTD | +21.9% | -2.4% | +24.2% | +26.9% |
| 1Y | +47.9% | -4.7% | +52.6% | +55.8% |
| All | +47.9% | -11.1% | +59.0% | +55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling