+238.2%
NEM vs TOST
+96.7%
+141.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | +13.4% | +9.4% | +4.0% | +12.1% |
| 30D | +6.5% | +13.5% | -7.0% | +4.7% |
| 3M | +14.9% | -0.1% | +15.1% | +14.7% |
| 6M | +5.5% | +22.5% | -17.0% | +2.1% |
| YTD | +21.9% | -2.4% | +24.2% | +21.5% |
| 1Y | +47.9% | -4.7% | +52.6% | +48.0% |
| 3Y | +238.2% | +103.2% | +135.0% | +163.2% |
| All | +238.2% | +96.7% | +141.5% | +163.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling