+673.1%
NVDA vs TOST
-47.1%
+720.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.2% |
| 7D | -18.3% | +3.0% | -21.2% | -19.1% |
| 30D | -26.3% | +10.3% | -36.6% | -29.0% |
| 3M | -22.3% | -3.3% | -19.0% | -22.3% |
| 6M | -21.3% | +37.8% | -59.1% | -31.0% |
| YTD | -9.2% | -2.8% | -6.4% | -11.9% |
| 1Y | -14.9% | -9.6% | -5.4% | -15.5% |
| 3Y | +250.5% | +144.6% | +105.8% | +128.1% |
| 5Y | +475.8% | -31.0% | +506.8% | +355.8% |
| All | +673.1% | -47.1% | +720.2% | +527.1% |
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