+56.7%
TOST vs VEU
+75.1%
-18.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.5% |
| 7D | -3.4% | +1.1% | -4.6% | -4.5% |
| 30D | -2.4% | +2.2% | -4.6% | -4.6% |
| 3M | +34.6% | +3.0% | +31.6% | +29.9% |
| 6M | +15.2% | +10.9% | +4.3% | +0.9% |
| YTD | -4.4% | +18.2% | -22.6% | -24.3% |
| 1Y | -17.4% | +28.3% | -45.7% | -41.9% |
| All | +56.7% | +75.1% | -18.4% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 3y: compounded portfolio wealth divided by compounded VEU 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…
3y analysis · Full analysis span regression · 6 months rolling