-5.5%
TOST vs NVD
-5.2%
-0.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.4% | +3.4% |
| 7D | 0.0% | +28.6% | -28.6% | -0.3% |
| 30D | +16.2% | +73.6% | -57.4% | +15.3% |
| 3M | -1.5% | +70.1% | -71.6% | -1.9% |
| 6M | +55.3% | +53.6% | +1.7% | +55.4% |
| YTD | -2.3% | -7.0% | +4.7% | -5.6% |
| 1Y | -5.5% | -9.0% | +3.5% | -9.1% |
| All | -5.5% | -5.2% | -0.4% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling