-44.8%
TOST vs VICR
+25.9%
-70.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +3.0% | -9.7% | +12.6% | +4.2% |
| 30D | +10.3% | -39.2% | +49.5% | +19.3% |
| 3M | -3.3% | -22.6% | +19.3% | -2.8% |
| 6M | +37.8% | -37.0% | +74.8% | +37.0% |
| YTD | -2.8% | +47.5% | -50.3% | -27.8% |
| 1Y | -9.6% | +75.0% | -84.6% | -36.3% |
| 3Y | +144.6% | +343.0% | -198.3% | +12.0% |
| 5Y | -31.0% | +3.9% | -34.9% | -53.2% |
| All | -44.8% | +25.9% | -70.6% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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