-45.7%
TOST vs NUE
+185.5%
-231.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -3.4% | +4.2% | -7.6% | -5.1% |
| 30D | -2.4% | -5.0% | +2.5% | -0.5% |
| 3M | +34.6% | -0.2% | +34.8% | +33.7% |
| 6M | +15.2% | +49.1% | -33.9% | -5.0% |
| YTD | -4.4% | +61.0% | -65.4% | -24.5% |
| 1Y | -17.4% | +82.5% | -100.0% | -38.9% |
| 3Y | +54.5% | +57.9% | -3.5% | +16.6% |
| All | -45.7% | +185.5% | -231.2% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling