-44.5%
TOST vs NRG
+164.3%
-208.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +3.7% |
| 7D | 0.0% | +10.0% | -9.9% | -2.7% |
| 30D | +16.2% | -3.2% | +19.4% | +16.2% |
| 3M | -1.5% | -18.5% | +17.0% | +3.0% |
| 6M | +55.3% | -25.3% | +80.6% | +63.3% |
| YTD | -2.3% | -38.1% | +35.8% | +6.9% |
| 1Y | -5.5% | -40.7% | +35.2% | +4.7% |
| 3Y | +151.1% | +121.8% | +29.4% | +32.0% |
| 5Y | -27.9% | +209.2% | -237.2% | -67.8% |
| All | -44.5% | +164.3% | -208.9% | -73.8% |
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