+137.9%
NOK vs TOST
+96.7%
+41.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +2.8% |
| 7D | -10.5% | +9.4% | -20.0% | -11.0% |
| 30D | -27.9% | +13.5% | -41.4% | -28.5% |
| 3M | -18.8% | -0.1% | -18.6% | -18.9% |
| 6M | -41.9% | +22.5% | -64.4% | -43.1% |
| YTD | +18.4% | -2.4% | +20.8% | +18.4% |
| 1Y | +10.9% | -4.7% | +15.6% | +11.1% |
| 3Y | +137.9% | +103.2% | +34.7% | +101.2% |
| All | +137.9% | +96.7% | +41.2% | +101.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling