-48.1%
TOST vs NVMI
+260.2%
-308.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.2% |
| 7D | -4.7% | +6.9% | -11.6% | -6.8% |
| 30D | -9.1% | -2.8% | -6.2% | -8.7% |
| 3M | +29.8% | -27.3% | +57.1% | +40.1% |
| 6M | +10.0% | -13.7% | +23.7% | +7.5% |
| YTD | -8.6% | +13.8% | -22.5% | -22.7% |
| 1Y | -20.7% | +34.9% | -55.6% | -38.9% |
| 3Y | +55.7% | +213.5% | -157.8% | -38.2% |
| All | -48.1% | +260.2% | -308.3% | -80.7% |
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