-46.7%
TOST vs NVMI
+263.3%
-310.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.3% | -2.4% |
| 7D | -0.9% | +11.7% | -12.6% | -4.5% |
| 30D | -3.5% | -4.0% | +0.6% | -2.7% |
| 3M | +38.1% | -25.8% | +63.9% | +48.0% |
| 6M | +9.9% | -8.3% | +18.2% | +4.6% |
| YTD | -6.3% | +14.8% | -21.1% | -21.0% |
| 1Y | -18.3% | +37.9% | -56.2% | -37.6% |
| 3Y | +59.7% | +216.3% | -156.5% | -36.8% |
| All | -46.7% | +263.3% | -310.0% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling