-9.6%
TOST vs NXT
-8.4%
-1.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | -0.8% |
| 7D | +3.0% | +4.0% | -1.0% | +3.0% |
| 30D | +10.3% | +15.9% | -5.7% | +10.4% |
| 3M | -3.3% | -3.0% | -0.3% | -4.2% |
| 6M | +37.8% | -20.7% | +58.5% | +35.4% |
| YTD | -2.8% | +14.6% | -17.4% | -5.4% |
| 1Y | -9.6% | -7.1% | -2.5% | -10.0% |
| All | -9.6% | -8.4% | -1.2% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling