+54.0%
TOST vs NXT
+228.5%
-174.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | +0.2% |
| 7D | +11.6% | +24.7% | -13.1% | +8.7% |
| 30D | +16.2% | +13.0% | +3.2% | +14.3% |
| 3M | +1.0% | -0.2% | +1.3% | +0.6% |
| 6M | +23.2% | -19.3% | +42.5% | +24.1% |
| YTD | -1.0% | +14.3% | -15.3% | -7.5% |
| 1Y | -9.9% | -11.0% | +1.1% | -12.2% |
| 3Y | +101.0% | +167.8% | -66.7% | +46.8% |
| All | +54.0% | +228.5% | -174.5% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling