-2.7%
NFLX vs TOST
-38.4%
+35.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.9% |
| 7D | +2.1% | +9.4% | -7.3% | -0.5% |
| 30D | -9.0% | +13.5% | -22.5% | -12.4% |
| 3M | -14.0% | -0.1% | -13.8% | -14.0% |
| 6M | -28.2% | +22.5% | -50.6% | -33.0% |
| YTD | -32.4% | -2.4% | -30.0% | -33.3% |
| 1Y | -42.2% | -4.7% | -37.5% | -42.7% |
| 3Y | +45.9% | +103.2% | -57.4% | +5.3% |
| All | -2.7% | -38.4% | +35.8% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling