+754.4%
NVDA vs TOST
-46.9%
+801.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.2% |
| 7D | -8.8% | +9.4% | -18.2% | -11.6% |
| 30D | -21.4% | +13.5% | -34.9% | -25.0% |
| 3M | -14.7% | -0.1% | -14.5% | -15.6% |
| 6M | -10.0% | +22.5% | -32.5% | -18.3% |
| YTD | +0.3% | -2.4% | +2.7% | -2.8% |
| 1Y | -0.5% | -4.7% | +4.2% | -3.0% |
| 3Y | +309.2% | +103.2% | +205.9% | +183.7% |
| 5Y | +530.1% | -41.2% | +571.3% | +410.6% |
| All | +754.4% | -46.9% | +801.3% | +591.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling