-27.7%
TOST vs NVTS
-54.3%
+26.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.4% | +9.8% | +4.1% |
| 7D | 0.0% | +3.9% | -3.9% | -0.5% |
| 30D | +16.2% | -4.3% | +20.5% | +15.9% |
| 3M | -1.5% | -34.5% | +32.9% | +1.8% |
| 6M | +55.3% | -57.7% | +113.0% | +63.7% |
| YTD | -2.3% | +25.4% | -27.7% | -14.4% |
| 1Y | -5.5% | +13.1% | -18.7% | -16.3% |
| 3Y | +151.1% | +48.9% | +102.2% | +83.5% |
| All | -27.7% | -54.3% | +26.6% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling