-60.9%
NKE vs TOST
+146.3%
-207.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | -0.2% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +7.6% | +16.2% | -8.6% | +4.2% |
| 3M | -6.9% | -1.5% | -5.3% | -6.8% |
| 6M | -8.5% | +55.3% | -63.8% | -16.7% |
| YTD | -38.8% | -2.3% | -36.5% | -39.5% |
| 1Y | -40.6% | -5.5% | -35.0% | -40.9% |
| 3Y | -60.9% | +151.1% | -212.0% | -67.1% |
| All | -60.9% | +146.3% | -207.2% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling