-44.4%
TOST vs VEU
+52.4%
-96.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -3.8% |
| 7D | +4.0% | +0.8% | +3.3% | +2.6% |
| 30D | +11.1% | -1.6% | +12.7% | +13.4% |
| 3M | +0.8% | -4.2% | +5.0% | +6.7% |
| 6M | +38.8% | -1.5% | +40.3% | +38.8% |
| YTD | -2.1% | +11.7% | -13.8% | -23.5% |
| 1Y | -6.0% | +15.6% | -21.6% | -30.9% |
| 3Y | +149.8% | +71.7% | +78.0% | -15.8% |
| 5Y | -42.8% | +49.5% | -92.2% | -70.5% |
| All | -44.4% | +52.4% | -96.8% | -72.7% |
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 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