+142.7%
TOST vs NVDX
+280.8%
-138.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.0% | +7.3% | -0.7% |
| 7D | -4.7% | -17.5% | +12.9% | -2.7% |
| 30D | +8.5% | -49.2% | +57.8% | +16.6% |
| 3M | -1.6% | -49.3% | +47.8% | +5.2% |
| 6M | +44.1% | -52.0% | +96.1% | +53.4% |
| YTD | -5.6% | -39.1% | +33.5% | -4.2% |
| 1Y | -12.6% | -45.8% | +33.2% | -10.1% |
| All | +142.7% | +280.8% | -138.1% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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