-44.5%
TOST vs VIAV
+83.6%
-128.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.3% | -9.6% | -3.2% |
| 7D | +9.4% | -4.8% | +14.3% | +10.1% |
| 30D | +13.5% | -38.5% | +52.0% | +25.5% |
| 3M | -0.1% | -29.9% | +29.7% | +4.9% |
| 6M | +22.5% | -46.3% | +68.7% | +34.5% |
| YTD | -2.4% | +59.8% | -62.1% | -39.4% |
| 1Y | -4.7% | +62.3% | -67.0% | -41.7% |
| 3Y | +103.2% | +243.0% | -139.8% | -31.8% |
| 5Y | -41.2% | +80.3% | -121.5% | -62.7% |
| All | -44.5% | +83.6% | -128.1% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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