-46.7%
TOST vs NVS
+99.6%
-146.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -13.9% | +12.0% | +2.9% |
| 7D | -0.9% | -14.6% | +13.7% | +4.3% |
| 30D | -3.5% | -11.9% | +8.5% | +0.3% |
| 3M | +38.1% | -6.0% | +44.1% | +39.6% |
| 6M | +9.9% | -11.4% | +21.3% | +13.4% |
| YTD | -6.3% | +2.9% | -9.2% | -9.9% |
| 1Y | -18.3% | +10.2% | -28.5% | -24.0% |
| 3Y | +59.7% | +55.3% | +4.4% | +21.2% |
| All | -46.7% | +99.6% | -146.3% | -68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling