+56.1%
TOST vs NRG
+220.0%
-163.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.1% |
| 7D | -0.9% | +9.3% | -10.1% | -2.8% |
| 30D | -3.5% | +1.3% | -4.7% | -4.0% |
| 3M | +38.1% | -6.0% | +44.1% | +37.8% |
| 6M | +9.9% | -22.0% | +31.9% | +14.0% |
| YTD | -6.3% | -24.1% | +17.9% | -3.2% |
| 1Y | -18.3% | -18.0% | -0.3% | -19.0% |
| All | +56.1% | +220.0% | -163.9% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling