-29.5%
TOST vs NRG
+217.3%
-246.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -3.6% | +17.1% | -20.7% | -8.1% |
| 30D | +8.9% | -7.9% | +16.8% | +10.5% |
| 3M | -2.2% | -18.2% | +16.0% | +2.2% |
| 6M | +41.0% | -28.4% | +69.3% | +50.6% |
| YTD | -4.0% | -37.9% | +33.9% | +5.0% |
| 1Y | -9.6% | -39.2% | +29.6% | -0.7% |
| 3Y | +141.7% | +125.3% | +16.4% | +22.3% |
| 5Y | -29.5% | +215.7% | -245.2% | -75.6% |
| All | -29.5% | +217.3% | -246.8% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling