-45.7%
TOST vs VCLT
-16.5%
-29.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -3.4% | -0.5% | -2.9% | -2.8% |
| 30D | -2.4% | -0.9% | -1.6% | -1.5% |
| 3M | +34.6% | -3.2% | +37.9% | +40.1% |
| 6M | +15.2% | -3.8% | +19.0% | +20.6% |
| YTD | -4.4% | -2.0% | -2.4% | -2.2% |
| 1Y | -17.4% | -0.8% | -16.6% | -16.9% |
| 3Y | +54.5% | +12.3% | +42.2% | +31.6% |
| All | -45.7% | -16.5% | -29.2% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling