+52.3%
TOST vs NXT
+246.1%
-193.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.0% | +15.1% | -11.1% | +2.2% |
| 30D | +11.1% | +21.8% | -10.8% | +8.3% |
| 3M | +0.8% | +1.6% | -0.7% | +0.1% |
| 6M | +38.8% | -16.7% | +55.5% | +39.5% |
| YTD | -2.1% | +20.4% | -22.5% | -9.1% |
| 1Y | -6.0% | +0.2% | -6.3% | -10.1% |
| 3Y | +149.8% | +208.7% | -58.9% | +75.7% |
| All | +52.3% | +246.1% | -193.8% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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