-72.2%
NKE vs TOST
-46.7%
-25.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.1% | +3.3% |
| 7D | +1.9% | +4.0% | -2.1% | +1.1% |
| 30D | +14.9% | +11.1% | +3.8% | +12.3% |
| 3M | -3.4% | +0.8% | -4.2% | -3.7% |
| 6M | -7.9% | +38.8% | -46.7% | -14.4% |
| YTD | -35.8% | -2.1% | -33.7% | -36.4% |
| 1Y | -32.6% | -6.0% | -26.5% | -32.8% |
| 3Y | -60.0% | +149.8% | -209.8% | -68.7% |
| 5Y | -74.9% | -42.8% | -32.1% | -77.7% |
| All | -72.2% | -46.7% | -25.5% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling