+48.8%
NU vs TOST
-15.4%
+64.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | +7.5% | -3.4% | +10.9% | +9.1% |
| 30D | +6.1% | -2.4% | +8.6% | +7.1% |
| 3M | +26.8% | +34.6% | -7.8% | +10.8% |
| 6M | +2.5% | +15.2% | -12.7% | -5.5% |
| YTD | -8.2% | -4.4% | -3.8% | -9.3% |
| 1Y | +3.4% | -17.4% | +20.8% | +7.7% |
| 3Y | +116.2% | +54.5% | +61.7% | +52.3% |
| All | +48.8% | -15.4% | +64.2% | +8.8% |
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