+103.2%
TOST vs NXT
+181.6%
-78.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.3% | -6.7% | -1.9% |
| 7D | +9.4% | +32.2% | -22.8% | +6.5% |
| 30D | +13.5% | +21.9% | -8.4% | +11.2% |
| 3M | -0.1% | +6.6% | -6.7% | -1.2% |
| 6M | +22.5% | -16.8% | +39.3% | +22.8% |
| YTD | -2.4% | +20.4% | -22.8% | -8.5% |
| 1Y | -4.7% | -1.5% | -3.2% | -8.1% |
| 3Y | +103.2% | +182.4% | -79.2% | +34.0% |
| All | +103.2% | +181.6% | -78.4% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling