-73.5%
NKE vs TOST
-49.0%
-24.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.2% | -0.4% |
| 7D | -0.1% | -0.9% | +0.8% | +0.1% |
| 30D | -7.7% | -3.5% | -4.2% | -7.0% |
| 3M | -10.9% | +38.1% | -49.1% | -16.9% |
| 6M | -31.9% | +9.9% | -41.8% | -33.7% |
| YTD | -38.6% | -6.3% | -32.4% | -38.6% |
| 1Y | -46.9% | -18.3% | -28.6% | -45.6% |
| 3Y | -58.2% | +59.7% | -117.9% | -64.1% |
| All | -73.5% | -49.0% | -24.5% | -76.1% |
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