-13.7%
TOST vs VG
-39.3%
+25.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -3.4% | +1.7% | -5.1% | -3.6% |
| 30D | -2.4% | +16.0% | -18.5% | -3.8% |
| 3M | +34.6% | +9.7% | +24.9% | +32.6% |
| 6M | +15.2% | +29.6% | -14.4% | +8.8% |
| YTD | -4.4% | +112.0% | -116.4% | -17.1% |
| 1Y | -17.4% | +12.8% | -30.2% | -21.7% |
| All | -13.7% | -39.3% | +25.7% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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