+248.4%
NVDA vs TOST
+145.2%
+103.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.3% |
| 7D | -18.3% | +3.0% | -21.2% | -18.9% |
| 30D | -26.3% | +10.3% | -36.6% | -28.2% |
| 3M | -22.3% | -3.3% | -19.0% | -22.1% |
| 6M | -21.3% | +37.8% | -59.1% | -28.9% |
| YTD | -9.2% | -2.8% | -6.4% | -10.5% |
| 1Y | -14.9% | -9.6% | -5.4% | -14.3% |
| All | +248.4% | +145.2% | +103.2% | +182.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling