+32.5%
NFLX vs TOST
-48.0%
+80.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.4% |
| 7D | -4.2% | -3.4% | -0.8% | -3.3% |
| 30D | +5.5% | -2.4% | +7.9% | +6.2% |
| 3M | -4.1% | +34.6% | -38.7% | -11.9% |
| 6M | -20.7% | +15.2% | -35.9% | -24.7% |
| YTD | -16.5% | -4.4% | -12.1% | -17.0% |
| 1Y | -37.8% | -17.4% | -20.4% | -36.0% |
| 3Y | +77.9% | +54.5% | +23.4% | +42.5% |
| All | +32.5% | -48.0% | +80.5% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling