+0.7%
NU vs TOST
-18.7%
+19.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.7% | +0.1% |
| 7D | +6.0% | -0.9% | +6.9% | +6.2% |
| 30D | +10.8% | -3.5% | +14.2% | +11.5% |
| 3M | +32.2% | +38.1% | -6.0% | +23.6% |
| 6M | +5.1% | +9.9% | -4.8% | +1.8% |
| YTD | -8.4% | -6.3% | -2.2% | -9.4% |
| 1Y | +0.7% | -18.3% | +19.0% | +2.6% |
| All | +0.7% | -18.7% | +19.5% | +2.6% |
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