+16.5%
NU vs TOST
-13.6%
+30.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +3.1% |
| 7D | +3.6% | +9.4% | -5.8% | -0.4% |
| 30D | -22.8% | +13.5% | -36.3% | -27.0% |
| 3M | -14.8% | -0.1% | -14.7% | -15.2% |
| 6M | -16.9% | +22.5% | -39.4% | -25.3% |
| YTD | -28.1% | -2.4% | -25.8% | -29.9% |
| 1Y | -24.5% | -4.7% | -19.8% | -25.9% |
| 3Y | +44.8% | +103.2% | -58.5% | -11.6% |
| All | +16.5% | -13.6% | +30.0% | -15.9% |
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