-7.4%
NVO vs TOST
-46.9%
+39.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.0% | +2.0% |
| 7D | +3.3% | 0.0% | +3.2% | +3.3% |
| 30D | +9.2% | +16.2% | -7.0% | +7.3% |
| 3M | -9.8% | -1.5% | -8.2% | -9.7% |
| 6M | -10.4% | +55.3% | -65.8% | -15.1% |
| YTD | -14.1% | -2.3% | -11.8% | -14.6% |
| 1Y | -11.1% | -5.5% | -5.6% | -11.3% |
| 3Y | -54.9% | +151.1% | -206.1% | -59.3% |
| 5Y | -17.4% | -27.9% | +10.5% | -23.3% |
| All | -7.4% | -46.9% | +39.4% | -12.2% |
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