+1,377.5%
NVDL vs TOST
+63.0%
+1,314.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.7% | -10.2% | -10.6% |
| 7D | -34.5% | +3.0% | -37.4% | -35.4% |
| 30D | -47.7% | +10.3% | -57.9% | -50.3% |
| 3M | -43.9% | -3.3% | -40.6% | -44.1% |
| 6M | -46.4% | +37.8% | -84.2% | -55.7% |
| YTD | -34.3% | -2.8% | -31.5% | -37.1% |
| 1Y | -44.0% | -9.6% | -34.4% | -44.5% |
| 3Y | +295.7% | +144.6% | +151.0% | +157.3% |
| All | +1,377.5% | +63.0% | +1,314.5% | +805.6% |
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