-44.9%
TORO vs VT
+82.8%
-127.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.9% |
| 7D | -11.4% | -0.1% | -11.3% | -11.4% |
| 30D | -13.8% | -3.1% | -10.8% | -11.5% |
| 3M | -33.8% | -3.5% | -30.3% | -31.9% |
| 6M | -29.2% | +0.5% | -29.7% | -30.2% |
| YTD | +20.0% | +10.8% | +9.2% | +7.9% |
| 1Y | +69.8% | +11.9% | +57.9% | +51.7% |
| 3Y | +72.1% | +73.0% | -0.8% | -5.0% |
| All | -44.9% | +82.8% | -127.7% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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