-44.4%
TOST vs NUE
+173.2%
-217.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.4% |
| 7D | +4.0% | -10.2% | +14.3% | +8.5% |
| 30D | +11.1% | -0.4% | +11.5% | +10.7% |
| 3M | +0.8% | -8.4% | +9.2% | +3.6% |
| 6M | +38.8% | +10.1% | +28.7% | +30.6% |
| YTD | -2.1% | +54.1% | -56.2% | -21.8% |
| 1Y | -6.0% | +74.7% | -80.8% | -29.4% |
| 3Y | +149.8% | +72.0% | +77.8% | +78.1% |
| 5Y | -42.8% | +136.4% | -179.1% | -66.4% |
| All | -44.4% | +173.2% | -217.6% | -67.9% |
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