-19.9%
TOST vs NRG
-27.1%
+7.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -1.7% |
| 7D | -5.9% | -0.2% | -5.7% | -5.8% |
| 30D | -8.4% | -6.8% | -1.6% | -8.8% |
| 3M | +31.4% | -7.1% | +38.6% | +30.4% |
| 6M | +10.5% | -27.6% | +38.1% | +8.6% |
| YTD | -10.1% | -29.2% | +19.1% | -11.5% |
| 1Y | -19.9% | -29.9% | +9.9% | -20.3% |
| All | -19.9% | -27.1% | +7.1% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling