+58.0%
TOST vs NVD
-99.2%
+157.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | -0.1% |
| 7D | -3.4% | -11.1% | +7.7% | -4.8% |
| 30D | -2.4% | -13.3% | +10.8% | -4.0% |
| 3M | +34.6% | -19.8% | +54.4% | +32.1% |
| 6M | +15.2% | -48.8% | +64.0% | +7.0% |
| YTD | -4.4% | -49.7% | +45.3% | -10.8% |
| 1Y | -17.4% | -61.4% | +43.9% | -25.4% |
| 3Y | +54.5% | -99.1% | +153.6% | -14.8% |
| All | +58.0% | -99.2% | +157.2% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling