-8.9%
TOST vs VFC
+42.4%
-51.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.6% |
| 7D | +4.0% | +7.7% | -3.6% | +1.6% |
| 30D | +11.1% | +39.2% | -28.1% | +0.1% |
| 3M | +0.8% | +40.3% | -39.4% | -9.5% |
| 6M | +38.8% | +11.4% | +27.4% | +31.7% |
| YTD | -2.1% | +17.5% | -19.6% | -9.1% |
| All | -8.9% | +42.4% | -51.3% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling