+731.3%
NVDA vs TOST
-46.1%
+777.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.7% | -9.1% |
| 7D | -15.0% | +11.6% | -26.6% | -18.2% |
| 30D | -24.1% | +16.2% | -40.3% | -28.1% |
| 3M | -17.1% | +1.0% | -18.1% | -18.3% |
| 6M | -7.4% | +23.2% | -30.6% | -16.1% |
| YTD | -2.4% | -1.0% | -1.4% | -5.8% |
| 1Y | -6.7% | -9.9% | +3.1% | -7.2% |
| 3Y | +304.7% | +101.0% | +203.7% | +182.1% |
| 5Y | +513.1% | -40.4% | +553.5% | +394.6% |
| All | +731.3% | -46.1% | +777.4% | +570.3% |
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