+717.9%
NVDA vs TOST
-46.7%
+764.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.4% |
| 7D | -11.6% | +4.0% | -15.6% | -12.8% |
| 30D | -22.1% | +11.1% | -33.1% | -25.1% |
| 3M | -20.1% | +0.8% | -21.0% | -21.3% |
| 6M | -16.8% | +38.8% | -55.6% | -27.2% |
| YTD | -4.0% | -2.1% | -1.9% | -7.0% |
| 1Y | -4.8% | -6.0% | +1.2% | -6.7% |
| 3Y | +281.7% | +149.8% | +131.9% | +146.6% |
| 5Y | +485.4% | -42.8% | +528.1% | +375.3% |
| All | +717.9% | -46.7% | +764.6% | +561.7% |
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