-46.4%
TOST vs NVS
+132.3%
-178.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -4.7% | -1.0% | -3.6% | -4.3% |
| 30D | +8.5% | +12.5% | -4.0% | +4.1% |
| 3M | -1.6% | +5.2% | -6.8% | -4.0% |
| 6M | +44.1% | +8.2% | +35.9% | +38.5% |
| YTD | -5.6% | +19.8% | -25.4% | -14.0% |
| 1Y | -12.6% | +24.8% | -37.4% | -21.8% |
| 3Y | +137.6% | +90.0% | +47.5% | +65.4% |
| 5Y | -30.4% | +134.3% | -164.6% | -60.0% |
| All | -46.4% | +132.3% | -178.7% | -70.1% |
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