+153.4%
NOK vs TOST
+138.1%
+15.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.8% |
| 7D | +11.0% | -4.7% | +15.7% | +11.3% |
| 30D | -16.0% | +8.5% | -24.5% | -16.6% |
| 3M | -19.8% | -1.6% | -18.2% | -19.8% |
| 6M | -37.1% | +44.1% | -81.2% | -39.5% |
| YTD | +28.0% | -5.6% | +33.6% | +28.2% |
| 1Y | +17.9% | -12.6% | +30.5% | +19.3% |
| All | +153.4% | +138.1% | +15.4% | +83.6% |
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 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