-44.5%
TOST vs NVMI
+206.2%
-250.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.4% | +4.4% |
| 7D | 0.0% | +1.5% | -1.5% | -0.6% |
| 30D | +16.2% | -4.1% | +20.3% | +16.6% |
| 3M | -1.5% | -22.8% | +21.2% | +4.9% |
| 6M | +55.3% | -36.9% | +92.2% | +69.9% |
| YTD | -2.3% | -3.2% | +0.9% | -14.4% |
| 1Y | -5.5% | +7.1% | -12.6% | -21.4% |
| 3Y | +151.1% | +181.5% | -30.4% | +0.2% |
| 5Y | -27.9% | +141.2% | -169.2% | -70.5% |
| All | -44.5% | +206.2% | -250.7% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling