-73.7%
NKE vs TOST
-48.6%
-25.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | -4.6% | -4.7% | +0.1% | -3.6% |
| 30D | +6.9% | +8.5% | -1.6% | +5.0% |
| 3M | -5.8% | -1.6% | -4.2% | -5.6% |
| 6M | -9.1% | +44.1% | -53.2% | -16.2% |
| YTD | -39.2% | -5.6% | -33.6% | -39.3% |
| 1Y | -39.2% | -12.6% | -26.7% | -38.5% |
| 3Y | -61.8% | +137.6% | -199.4% | -69.8% |
| 5Y | -75.5% | -30.4% | -45.2% | -78.7% |
| All | -73.7% | -48.6% | -25.1% | -76.3% |
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 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