+28.0%
NU vs TOST
-13.6%
+41.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.5% | +8.3% | +10.3% |
| 7D | +9.9% | 0.0% | +9.9% | +10.0% |
| 30D | -11.5% | +16.2% | -27.6% | -17.1% |
| 3M | -5.1% | -1.5% | -3.6% | -4.8% |
| 6M | +3.1% | +55.3% | -52.2% | -15.8% |
| YTD | -21.0% | -2.3% | -18.7% | -22.9% |
| 1Y | -15.2% | -5.5% | -9.7% | -16.2% |
| 3Y | +56.4% | +151.1% | -94.7% | -13.7% |
| All | +28.0% | -13.6% | +41.5% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling