-45.7%
TOST vs NVS
+131.9%
-177.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.8% |
| 7D | -3.4% | +4.0% | -7.4% | -4.9% |
| 30D | -2.4% | +3.6% | -6.0% | -3.8% |
| 3M | +34.6% | +7.8% | +26.8% | +30.4% |
| 6M | +15.2% | -0.2% | +15.4% | +14.8% |
| YTD | -4.4% | +19.6% | -24.0% | -12.4% |
| 1Y | -17.4% | +28.4% | -45.8% | -26.8% |
| 3Y | +54.5% | +76.2% | -21.7% | +13.5% |
| All | -45.7% | +131.9% | -177.6% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling