-10.4%
NVO vs TOST
-46.9%
+36.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | +0.8% | +9.4% | -8.7% | -0.3% |
| 30D | +5.4% | +13.5% | -8.1% | +3.8% |
| 3M | -11.2% | -0.1% | -11.0% | -11.3% |
| 6M | -10.8% | +22.5% | -33.2% | -13.3% |
| YTD | -16.8% | -2.4% | -14.5% | -17.3% |
| 1Y | -9.0% | -4.7% | -4.3% | -9.3% |
| 3Y | -56.5% | +103.2% | -159.7% | -60.1% |
| 5Y | -20.3% | -41.2% | +20.9% | -25.1% |
| All | -10.4% | -46.9% | +36.5% | -14.9% |
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