-17.4%
TOST vs VGT
+40.8%
-58.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | -3.4% | +1.0% | -4.4% | -3.7% |
| 30D | -2.4% | +1.3% | -3.7% | -3.0% |
| 3M | +34.6% | -1.1% | +35.8% | +35.5% |
| 6M | +15.2% | +32.6% | -17.4% | -4.2% |
| YTD | -4.4% | +29.0% | -33.4% | -19.1% |
| 1Y | -17.4% | +39.7% | -57.1% | -28.1% |
| All | -17.4% | +40.8% | -58.2% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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