+2,672.5%
NVDL vs TOST
+57.2%
+2,615.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.1% |
| 7D | +7.3% | -0.9% | +8.2% | +7.8% |
| 30D | -0.7% | -3.5% | +2.8% | 0.0% |
| 3M | +9.5% | +38.1% | -28.7% | -8.5% |
| 6M | +41.6% | +9.9% | +31.7% | +30.5% |
| YTD | +23.3% | -6.3% | +29.6% | +21.4% |
| 1Y | +40.3% | -18.3% | +58.6% | +45.9% |
| 3Y | +692.2% | +59.7% | +632.4% | +516.2% |
| All | +2,672.5% | +57.2% | +2,615.4% | +1,648.9% |
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 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