-45.7%
TOST vs VGT
+142.7%
-188.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.3% |
| 7D | -3.4% | +1.0% | -4.4% | -4.5% |
| 30D | -2.4% | +1.3% | -3.7% | -4.5% |
| 3M | +34.6% | -1.1% | +35.8% | +32.5% |
| 6M | +15.2% | +32.6% | -17.4% | -22.7% |
| YTD | -4.4% | +29.0% | -33.4% | -33.6% |
| 1Y | -17.4% | +39.7% | -57.1% | -49.0% |
| 3Y | +54.5% | +120.9% | -66.5% | -53.3% |
| All | -45.7% | +142.7% | -188.4% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling