-44.5%
TOST vs VEU
+48.3%
-92.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.7% |
| 7D | +9.4% | -1.6% | +11.1% | +12.0% |
| 30D | +13.5% | -4.3% | +17.8% | +20.9% |
| 3M | -0.1% | -5.8% | +5.7% | +8.5% |
| 6M | +22.5% | -4.4% | +26.8% | +27.4% |
| YTD | -2.4% | +8.7% | -11.0% | -20.5% |
| 1Y | -4.7% | +12.6% | -17.3% | -27.2% |
| 3Y | +103.2% | +65.2% | +38.0% | -26.8% |
| 5Y | -41.2% | +45.5% | -86.8% | -68.5% |
| All | -44.5% | +48.3% | -92.8% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling