-18.3%
TOST vs NVTS
+112.0%
-130.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.0% |
| 7D | -0.9% | +9.7% | -10.6% | -1.0% |
| 30D | -3.5% | -13.6% | +10.2% | -3.3% |
| 3M | +38.1% | -51.0% | +89.1% | +39.5% |
| 6M | +9.9% | +46.3% | -36.4% | +0.1% |
| YTD | -6.3% | +68.1% | -74.3% | -16.3% |
| 1Y | -18.3% | +113.9% | -132.2% | -34.8% |
| All | -18.3% | +112.0% | -130.3% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling