+149.8%
TOST vs NUE
+68.2%
+81.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.2% |
| 7D | +4.0% | -10.2% | +14.3% | +7.0% |
| 30D | +11.1% | -0.4% | +11.5% | +10.8% |
| 3M | +0.8% | -8.4% | +9.2% | +2.8% |
| 6M | +38.8% | +10.1% | +28.7% | +33.0% |
| YTD | -2.1% | +54.1% | -56.2% | -17.2% |
| 1Y | -6.0% | +74.7% | -80.8% | -24.3% |
| 3Y | +149.8% | +72.0% | +77.8% | +84.3% |
| All | +149.8% | +68.2% | +81.6% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling