-9.5%
NVO vs TOST
-47.1%
+37.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | +1.3% | +3.0% | -1.7% | +0.9% |
| 30D | +5.3% | +10.3% | -4.9% | +4.1% |
| 3M | -13.6% | -3.3% | -10.4% | -13.4% |
| 6M | -10.5% | +37.8% | -48.3% | -14.0% |
| YTD | -16.0% | -2.8% | -13.2% | -16.4% |
| 1Y | -7.0% | -9.6% | +2.6% | -6.9% |
| 3Y | -56.1% | +144.6% | -200.8% | -60.3% |
| 5Y | -19.0% | -31.0% | +12.0% | -24.6% |
| All | -9.5% | -47.1% | +37.6% | -14.1% |
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