-44.8%
TOST vs VGT
+121.4%
-166.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.7% |
| 7D | +3.0% | -4.1% | +7.1% | +7.0% |
| 30D | +10.3% | -13.6% | +23.9% | +27.7% |
| 3M | -3.3% | -8.0% | +4.7% | +3.2% |
| 6M | +37.8% | -1.5% | +39.3% | +31.6% |
| YTD | -2.8% | +17.7% | -20.5% | -26.8% |
| 1Y | -9.6% | +13.8% | -23.4% | -29.2% |
| 3Y | +144.6% | +101.6% | +43.1% | -19.8% |
| 5Y | -31.0% | +106.7% | -137.7% | -75.6% |
| All | -44.8% | +121.4% | -166.2% | -81.9% |
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