+17.4%
NOK vs TOST
-6.7%
+24.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.8% |
| 7D | -1.4% | +4.0% | -5.5% | -1.0% |
| 30D | -21.0% | +11.1% | -32.1% | -20.3% |
| 3M | -12.6% | +0.8% | -13.4% | -12.3% |
| 6M | -36.2% | +38.8% | -75.0% | -35.3% |
| YTD | +26.4% | -2.1% | +28.5% | +31.3% |
| All | +17.4% | -6.7% | +24.1% | +25.3% |
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