+3.6%
NVO vs TOST
-48.0%
+51.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +2.2% | -3.4% | +5.6% | +2.6% |
| 30D | +6.0% | -2.4% | +8.4% | +6.3% |
| 3M | +7.9% | +34.6% | -26.7% | +4.2% |
| 6M | +27.1% | +15.2% | +11.9% | +24.5% |
| YTD | -3.8% | -4.4% | +0.6% | -4.0% |
| 1Y | -12.8% | -17.4% | +4.6% | -12.0% |
| 3Y | -46.3% | +54.5% | -100.8% | -49.6% |
| All | +3.6% | -48.0% | +51.6% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling