-31.8%
TOST vs NVTS
-31.5%
-0.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.3% | -11.0% | -0.9% |
| 7D | +4.0% | +20.8% | -16.8% | +1.7% |
| 30D | +11.1% | -11.1% | +22.2% | +11.7% |
| 3M | +0.8% | -31.0% | +31.9% | +3.7% |
| 6M | +38.8% | -47.4% | +86.2% | +41.9% |
| YTD | -2.1% | +34.2% | -36.3% | -14.7% |
| 1Y | -6.0% | +22.2% | -28.2% | -17.6% |
| 3Y | +149.8% | +68.4% | +81.4% | +76.7% |
| 5Y | -42.8% | -39.0% | -3.7% | -50.4% |
| All | -31.8% | -31.5% | -0.3% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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