+695.3%
NVDA vs TOST
-47.7%
+743.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.3% |
| 7D | -13.2% | -3.6% | -9.6% | -12.2% |
| 30D | -23.2% | +8.9% | -32.1% | -25.7% |
| 3M | -20.0% | -2.2% | -17.8% | -20.3% |
| 6M | -20.6% | +41.0% | -61.6% | -30.9% |
| YTD | -6.6% | -4.0% | -2.7% | -9.0% |
| 1Y | -9.8% | -9.6% | -0.2% | -10.5% |
| 3Y | +260.5% | +141.7% | +118.8% | +135.5% |
| 5Y | +474.2% | -29.5% | +503.7% | +354.2% |
| All | +695.3% | -47.7% | +743.0% | +547.5% |
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