-43.3%
TORO vs VT
+78.6%
-121.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | +0.1% |
| 7D | -11.5% | -4.2% | -7.4% | -8.3% |
| 30D | -22.9% | -5.8% | -17.1% | -19.0% |
| 3M | -26.2% | -5.2% | -20.9% | -22.9% |
| 6M | -39.8% | +0.1% | -39.9% | -40.7% |
| YTD | +23.5% | +8.2% | +15.2% | +13.3% |
| 1Y | +85.7% | +10.1% | +75.6% | +68.2% |
| 3Y | +59.4% | +69.7% | -10.3% | -10.9% |
| All | -43.3% | +78.6% | -121.9% | -71.2% |
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