-47.6%
NKE vs TOST
-20.5%
-27.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -1.4% |
| 7D | -2.3% | -4.7% | +2.3% | -1.3% |
| 30D | -10.4% | -9.1% | -1.3% | -8.5% |
| 3M | -15.5% | +29.8% | -45.3% | -19.8% |
| 6M | -32.6% | +10.0% | -42.7% | -34.7% |
| YTD | -39.8% | -8.6% | -31.2% | -40.4% |
| 1Y | -47.6% | -20.7% | -26.9% | -50.0% |
| All | -47.6% | -20.5% | -27.1% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling