-9.6%
TOST vs NUE
+79.2%
-88.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.8% |
| 7D | +3.0% | -6.2% | +9.2% | +3.2% |
| 30D | +10.3% | +2.5% | +7.8% | +9.9% |
| 3M | -3.3% | -6.4% | +3.1% | -3.2% |
| 6M | +37.8% | +13.3% | +24.5% | +36.8% |
| YTD | -2.8% | +58.5% | -61.3% | -8.4% |
| 1Y | -9.6% | +81.9% | -91.5% | -23.7% |
| All | -9.6% | +79.2% | -88.8% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling