-48.1%
TOST vs NVT
+434.4%
-482.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -1.4% |
| 7D | -4.7% | +7.0% | -11.7% | -7.7% |
| 30D | -9.1% | -2.3% | -6.7% | -8.9% |
| 3M | +29.8% | -3.1% | +32.9% | +27.5% |
| 6M | +10.0% | +47.0% | -37.0% | -16.9% |
| YTD | -8.6% | +56.2% | -64.8% | -34.9% |
| 1Y | -20.7% | +74.5% | -95.2% | -48.2% |
| 3Y | +55.7% | +184.0% | -128.3% | -37.8% |
| All | -48.1% | +434.4% | -482.5% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded NVT 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling