-8.9%
TOST vs NVTS
+14.0%
-23.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.3% | -11.0% | +0.4% |
| 7D | +4.0% | +20.8% | -16.8% | +4.4% |
| 30D | +11.1% | -11.1% | +22.2% | +11.0% |
| 3M | +0.8% | -31.0% | +31.9% | +0.4% |
| 6M | +38.8% | -47.4% | +86.2% | +36.4% |
| YTD | -2.1% | +34.2% | -36.3% | -11.2% |
| All | -8.9% | +14.0% | -23.0% | -14.4% |
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