-45.7%
TOST vs NVT
+426.0%
-471.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -1.1% |
| 7D | -3.4% | +5.1% | -8.5% | -5.6% |
| 30D | -2.4% | -3.7% | +1.3% | -1.5% |
| 3M | +34.6% | -10.1% | +44.8% | +37.5% |
| 6M | +15.2% | +37.5% | -22.3% | -9.8% |
| YTD | -4.4% | +53.7% | -58.1% | -31.4% |
| 1Y | -17.4% | +70.9% | -88.3% | -45.5% |
| 3Y | +54.5% | +180.4% | -125.9% | -38.0% |
| All | -45.7% | +426.0% | -471.6% | -87.9% |
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