-46.7%
TOST vs VCLT
-16.5%
-30.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -0.9% | +0.3% | -1.2% | -1.3% |
| 30D | -3.5% | -0.6% | -2.9% | -2.8% |
| 3M | +38.1% | -2.2% | +40.4% | +42.0% |
| 6M | +9.9% | -2.9% | +12.8% | +13.7% |
| YTD | -6.3% | -2.1% | -4.2% | -4.0% |
| 1Y | -18.3% | -2.6% | -15.7% | -15.9% |
| 3Y | +59.7% | +12.5% | +47.2% | +35.7% |
| All | -46.7% | -16.5% | -30.2% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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