-44.8%
TOST vs NVMI
+213.8%
-258.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | 0.0% |
| 7D | +3.0% | +7.6% | -4.6% | +0.2% |
| 30D | +10.3% | -7.7% | +18.0% | +12.2% |
| 3M | -3.3% | -15.4% | +12.1% | +0.1% |
| 6M | +37.8% | -37.5% | +75.3% | +51.8% |
| YTD | -2.8% | -0.8% | -2.0% | -15.3% |
| 1Y | -9.6% | +2.4% | -12.0% | -22.8% |
| 3Y | +144.6% | +191.5% | -46.8% | -3.7% |
| 5Y | -31.0% | +156.3% | -187.3% | -72.1% |
| All | -44.8% | +213.8% | -258.6% | -78.8% |
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