+100.8%
NOK vs TOST
-48.0%
+148.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -1.8% | -3.4% | +1.7% | -1.4% |
| 30D | +4.7% | -2.4% | +7.1% | +4.9% |
| 3M | -39.7% | +34.6% | -74.3% | -42.0% |
| 6M | +23.1% | +15.2% | +7.9% | +19.9% |
| YTD | +55.0% | -4.4% | +59.4% | +54.3% |
| 1Y | +118.0% | -17.4% | +135.5% | +120.7% |
| 3Y | +170.5% | +54.5% | +116.0% | +142.0% |
| All | +100.8% | -48.0% | +148.8% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling