+0.4%
NVO vs TOST
-49.0%
+49.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.1% | -2.9% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | -3.2% | -3.5% | +0.2% | -2.8% |
| 3M | +11.5% | +38.1% | -26.6% | +7.4% |
| 6M | +22.9% | +9.9% | +13.0% | +21.0% |
| YTD | -6.8% | -6.3% | -0.6% | -6.8% |
| 1Y | -12.6% | -18.3% | +5.7% | -11.7% |
| 3Y | -49.6% | +59.7% | -109.3% | -52.7% |
| All | +0.4% | -49.0% | +49.4% | -4.2% |
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