+151.1%
TOST vs VFC
+50.0%
+101.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.2% | +2.6% |
| 7D | 0.0% | +1.6% | -1.6% | -0.4% |
| 30D | +16.2% | +25.5% | -9.3% | +9.4% |
| 3M | -1.5% | +41.3% | -42.8% | -10.2% |
| 6M | +55.3% | +22.2% | +33.1% | +45.6% |
| YTD | -2.3% | +16.4% | -18.7% | -7.6% |
| 1Y | -5.5% | +38.4% | -43.9% | -14.7% |
| 3Y | +151.1% | +56.2% | +94.9% | +106.4% |
| All | +151.1% | +50.0% | +101.2% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling