+149.1%
TOST vs VGT
+101.3%
+47.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.7% | -2.3% |
| 7D | +9.4% | -7.2% | +16.7% | +14.6% |
| 30D | +13.5% | -16.1% | +29.6% | +27.1% |
| 3M | -0.1% | -9.2% | +9.0% | +5.0% |
| 6M | +22.5% | -0.7% | +23.2% | +17.4% |
| YTD | -2.4% | +15.6% | -17.9% | -18.3% |
| 1Y | -4.7% | +14.4% | -19.1% | -19.7% |
| All | +149.1% | +101.3% | +47.8% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling