-46.4%
TOST vs VIG
+76.4%
-122.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -4.7% | +3.1% | -7.8% | -10.4% |
| 30D | +8.5% | +5.0% | +3.5% | -2.0% |
| 3M | -1.6% | +2.7% | -4.3% | -6.8% |
| 6M | +44.1% | +11.0% | +33.1% | +16.7% |
| YTD | -5.6% | +16.0% | -21.6% | -30.3% |
| 1Y | -12.6% | +16.3% | -28.8% | -35.8% |
| 3Y | +137.6% | +66.8% | +70.7% | -18.3% |
| 5Y | -30.4% | +64.8% | -95.1% | -73.6% |
| All | -46.4% | +76.4% | -122.8% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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