-7.9%
TORO vs VT
+90.3%
-98.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.0% | +0.4% | +1.6% | +1.6% |
| 30D | +20.0% | +1.0% | +19.0% | +19.0% |
| 3M | +22.2% | +2.4% | +19.8% | +19.4% |
| 6M | +84.6% | +12.0% | +72.6% | +65.8% |
| YTD | +100.6% | +15.3% | +85.3% | +74.8% |
| 1Y | +286.6% | +22.6% | +264.1% | +220.7% |
| 3Y | +81.4% | +74.7% | +6.7% | +1.8% |
| All | -7.9% | +90.3% | -98.2% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling