-56.5%
NVO vs TOST
+96.7%
-153.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +0.8% | +9.4% | -8.7% | -0.9% |
| 30D | +5.4% | +13.5% | -8.1% | +2.9% |
| 3M | -11.2% | -0.1% | -11.0% | -11.3% |
| 6M | -10.8% | +22.5% | -33.2% | -14.5% |
| YTD | -16.8% | -2.4% | -14.5% | -17.8% |
| 1Y | -9.0% | -4.7% | -4.3% | -9.9% |
| 3Y | -56.5% | +103.2% | -159.7% | -60.6% |
| All | -56.5% | +96.7% | -153.2% | -60.6% |
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 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