-17.4%
TOST vs NVS
+27.7%
-45.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | -3.4% | +4.0% | -7.4% | -4.0% |
| 30D | -2.4% | +3.6% | -6.0% | -2.9% |
| 3M | +34.6% | +7.8% | +26.8% | +32.9% |
| 6M | +15.2% | -0.2% | +15.4% | +16.5% |
| YTD | -4.4% | +19.6% | -24.0% | -12.6% |
| 1Y | -17.4% | +28.4% | -45.8% | -27.0% |
| All | -17.4% | +27.7% | -45.1% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling