+8.3%
NFLX vs TOST
-46.7%
+55.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +2.6% | +4.0% | -1.5% | +1.5% |
| 30D | -9.0% | +11.1% | -20.1% | -11.7% |
| 3M | -13.7% | +0.8% | -14.6% | -14.1% |
| 6M | -26.9% | +38.8% | -65.7% | -33.7% |
| YTD | -31.8% | -2.1% | -29.7% | -32.7% |
| 1Y | -42.1% | -6.0% | -36.0% | -42.3% |
| 3Y | +47.0% | +149.8% | -102.8% | +1.3% |
| 5Y | -2.5% | -42.8% | +40.3% | -24.8% |
| All | +8.3% | -46.7% | +55.0% | -16.0% |
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