-58.0%
NKE vs TOST
+62.0%
-119.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -2.0% | -3.4% | +1.4% | -1.3% |
| 30D | -8.6% | -2.4% | -6.1% | -8.1% |
| 3M | -11.0% | +34.6% | -45.6% | -16.3% |
| 6M | -33.2% | +15.2% | -48.4% | -35.6% |
| YTD | -38.1% | -4.4% | -33.7% | -38.5% |
| 1Y | -47.4% | -17.4% | -29.9% | -46.4% |
| All | -58.0% | +62.0% | -119.9% | -62.6% |
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 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