+932.2%
NVDA vs TOST
-49.0%
+981.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.4% |
| 7D | +3.8% | -0.9% | +4.7% | +4.1% |
| 30D | +0.8% | -3.5% | +4.2% | +1.5% |
| 3M | +8.2% | +38.1% | -29.9% | -4.3% |
| 6M | +27.1% | +9.9% | +17.2% | +20.2% |
| YTD | +21.2% | -6.3% | +27.4% | +19.9% |
| 1Y | +34.3% | -18.3% | +52.6% | +38.0% |
| 3Y | +396.3% | +59.7% | +336.5% | +278.2% |
| All | +932.2% | -49.0% | +981.2% | +753.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling