-46.7%
TOST vs VICR
+50.5%
-97.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.5% | -2.5% |
| 7D | -0.9% | +9.8% | -10.7% | -3.0% |
| 30D | -3.5% | -12.6% | +9.2% | -1.4% |
| 3M | +38.1% | -29.7% | +67.8% | +43.9% |
| 6M | +9.9% | +18.8% | -8.9% | -5.5% |
| YTD | -6.3% | +76.4% | -82.6% | -30.1% |
| 1Y | -18.3% | +282.4% | -300.7% | -53.1% |
| 3Y | +59.7% | +206.2% | -146.4% | -12.1% |
| All | -46.7% | +50.5% | -97.2% | -66.7% |
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