+118.0%
NOK vs TOST
-20.0%
+138.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -1.8% | -3.4% | +1.7% | -1.9% |
| 30D | +4.7% | -2.4% | +7.1% | +4.6% |
| 3M | -39.7% | +34.6% | -74.3% | -39.1% |
| 6M | +23.1% | +15.2% | +7.9% | +24.0% |
| YTD | +55.0% | -4.4% | +59.4% | +57.0% |
| 1Y | +118.0% | -17.4% | +135.5% | +121.6% |
| All | +118.0% | -20.0% | +138.1% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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