+3.4%
NU vs TOST
-20.0%
+23.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | +7.5% | -3.4% | +10.9% | +8.2% |
| 30D | +6.1% | -2.4% | +8.6% | +6.6% |
| 3M | +26.8% | +34.6% | -7.8% | +19.2% |
| 6M | +2.5% | +15.2% | -12.7% | -1.6% |
| YTD | -8.2% | -4.4% | -3.8% | -9.6% |
| 1Y | +3.4% | -17.4% | +20.8% | +4.6% |
| All | +3.4% | -20.0% | +23.4% | +4.6% |
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 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