-46.7%
TOST vs NUE
+180.4%
-227.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -1.2% |
| 7D | -0.9% | +1.8% | -2.7% | -1.7% |
| 30D | -3.5% | -6.0% | +2.5% | -1.1% |
| 3M | +38.1% | +1.4% | +36.7% | +36.1% |
| 6M | +9.9% | +52.8% | -42.9% | -10.4% |
| YTD | -6.3% | +58.1% | -64.4% | -25.4% |
| 1Y | -18.3% | +80.4% | -98.7% | -39.3% |
| 3Y | +59.7% | +62.3% | -2.5% | +18.6% |
| All | -46.7% | +180.4% | -227.1% | -69.3% |
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