-46.7%
TOST vs VEU
+60.6%
-107.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.3% |
| 7D | -0.9% | +1.7% | -2.6% | -3.3% |
| 30D | -3.5% | +1.0% | -4.4% | -5.0% |
| 3M | +38.1% | +5.6% | +32.5% | +25.6% |
| 6M | +9.9% | +13.7% | -3.8% | -13.6% |
| YTD | -6.3% | +17.7% | -24.0% | -31.9% |
| 1Y | -18.3% | +25.8% | -44.1% | -47.3% |
| 3Y | +59.7% | +77.1% | -17.4% | -47.3% |
| All | -46.7% | +60.6% | -107.4% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling