-46.4%
TOST vs NRG
+166.9%
-213.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -4.7% | +21.7% | -26.4% | -10.0% |
| 30D | +8.5% | -8.1% | +16.6% | +10.2% |
| 3M | -1.6% | -18.3% | +16.7% | +3.0% |
| 6M | +44.1% | -28.0% | +72.1% | +53.6% |
| YTD | -5.6% | -37.5% | +31.9% | +3.0% |
| 1Y | -12.6% | -41.1% | +28.5% | -2.7% |
| 3Y | +137.6% | +126.6% | +11.0% | +23.7% |
| 5Y | -30.4% | +212.3% | -242.6% | -69.0% |
| All | -46.4% | +166.9% | -213.3% | -74.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling