-46.7%
TOST vs NVT
+448.0%
-494.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.1% | -3.8% |
| 7D | -0.9% | +10.4% | -11.3% | -5.4% |
| 30D | -3.5% | -1.3% | -2.2% | -3.7% |
| 3M | +38.1% | -0.6% | +38.8% | +34.2% |
| 6M | +9.9% | +53.8% | -43.9% | -19.0% |
| YTD | -6.3% | +60.2% | -66.4% | -34.0% |
| 1Y | -18.3% | +76.8% | -95.1% | -46.8% |
| 3Y | +59.7% | +191.2% | -131.5% | -36.9% |
| All | -46.7% | +448.0% | -494.7% | -88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling