-14.0%
NVDA vs TOST
-11.6%
-2.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -4.4% |
| 7D | -8.5% | -4.7% | -3.8% | -8.5% |
| 30D | -27.3% | +8.5% | -35.8% | -27.2% |
| 3M | -25.8% | -1.6% | -24.2% | -25.8% |
| 6M | -24.6% | +44.1% | -68.7% | -26.5% |
| YTD | -10.7% | -5.6% | -5.1% | -13.0% |
| 1Y | -14.0% | -12.6% | -1.5% | -16.4% |
| All | -14.0% | -11.6% | -2.4% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling