+364.0%
NVDL vs TOST
+132.0%
+232.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.3% | -9.0% | -8.9% |
| 7D | -23.4% | +4.0% | -27.4% | -24.9% |
| 30D | -41.3% | +11.1% | -52.3% | -44.6% |
| 3M | -40.6% | +0.8% | -41.4% | -42.1% |
| 6M | -39.8% | +38.8% | -78.6% | -51.3% |
| YTD | -26.2% | -2.1% | -24.2% | -29.5% |
| 1Y | -30.0% | -6.0% | -24.0% | -31.6% |
| 3Y | +364.0% | +149.8% | +214.2% | +225.4% |
| All | +364.0% | +132.0% | +232.0% | +225.4% |
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