-44.8%
TOST vs NUE
+181.1%
-225.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.9% |
| 7D | +3.0% | -6.2% | +9.2% | +5.4% |
| 30D | +10.3% | +2.5% | +7.8% | +8.6% |
| 3M | -3.3% | -6.4% | +3.1% | -1.6% |
| 6M | +37.8% | +13.3% | +24.5% | +28.1% |
| YTD | -2.8% | +58.5% | -61.3% | -23.3% |
| 1Y | -9.6% | +81.9% | -91.5% | -33.2% |
| 3Y | +144.6% | +75.3% | +69.4% | +73.3% |
| 5Y | -31.0% | +149.9% | -180.9% | -60.1% |
| All | -44.8% | +181.1% | -225.9% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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