+48.7%
TOST vs NXT
+178.8%
-130.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -3.4% | -1.1% | -2.3% | -3.3% |
| 30D | -2.4% | -15.3% | +12.9% | -0.8% |
| 3M | +34.6% | -43.8% | +78.4% | +42.9% |
| 6M | +15.2% | -18.7% | +33.9% | +14.6% |
| YTD | -4.4% | -3.0% | -1.4% | -8.7% |
| 1Y | -17.4% | +22.7% | -40.1% | -24.7% |
| 3Y | +54.5% | +95.9% | -41.5% | +18.6% |
| All | +48.7% | +178.8% | -130.1% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling