-48.1%
TOST vs VGT
+141.9%
-190.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | -4.7% | +1.5% | -6.1% | -6.3% |
| 30D | -9.1% | +0.5% | -9.6% | -10.2% |
| 3M | +29.8% | +5.3% | +24.5% | +19.0% |
| 6M | +10.0% | +32.4% | -22.4% | -26.0% |
| YTD | -8.6% | +28.6% | -37.2% | -36.3% |
| 1Y | -20.7% | +37.6% | -58.3% | -50.0% |
| 3Y | +55.7% | +125.5% | -69.8% | -54.4% |
| All | -48.1% | +141.9% | -190.0% | -84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling