-48.1%
TOST vs NRG
+212.5%
-260.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-09 to 2026-09-09.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.0% | -1.4% |
| 7D | -4.7% | +3.9% | -8.5% | -5.8% |
| 30D | -9.1% | -3.0% | -6.1% | -8.6% |
| 3M | +29.8% | -10.9% | +40.7% | +31.7% |
| 6M | +10.0% | -25.3% | +35.3% | +16.9% |
| YTD | -8.6% | -26.8% | +18.2% | -3.7% |
| 1Y | -20.7% | -23.3% | +2.6% | -19.3% |
| 3Y | +55.7% | +208.6% | -152.9% | -28.0% |
| All | -48.1% | +212.5% | -260.6% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 2021-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded NRG 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…
2021-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling