+22.5%
TOST vs NVTS
-49.2%
+71.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.5% | -10.9% | -0.6% |
| 7D | +9.4% | +1.5% | +7.9% | +9.9% |
| 30D | +13.5% | -23.8% | +37.3% | +11.1% |
| 3M | -0.1% | -30.6% | +30.4% | -2.9% |
| 6M | +22.5% | -48.4% | +70.8% | +22.8% |
| All | +22.5% | -49.2% | +71.7% | +22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling