-44.5%
TOST vs NVT
+258.6%
-303.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.0% | -9.4% | -4.4% |
| 7D | +9.4% | -15.7% | +25.1% | +15.2% |
| 30D | +13.5% | -36.6% | +50.1% | +32.9% |
| 3M | -0.1% | -34.8% | +34.7% | +13.7% |
| 6M | +22.5% | -38.2% | +60.7% | +39.1% |
| YTD | -2.4% | +4.8% | -7.2% | -21.2% |
| 1Y | -4.7% | -2.8% | -1.9% | -19.9% |
| 3Y | +103.2% | +119.5% | -16.3% | -18.8% |
| 5Y | -41.2% | +204.7% | -245.9% | -84.6% |
| All | -44.5% | +258.6% | -303.2% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling