-44.5%
TOST vs VIG
+70.5%
-115.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.6% |
| 7D | +9.4% | -1.8% | +11.2% | +13.2% |
| 30D | +13.5% | +2.7% | +10.8% | +7.4% |
| 3M | -0.1% | 0.0% | -0.1% | -0.2% |
| 6M | +22.5% | +6.8% | +15.7% | +7.2% |
| YTD | -2.4% | +12.1% | -14.4% | -22.8% |
| 1Y | -4.7% | +14.8% | -19.5% | -28.3% |
| 3Y | +103.2% | +62.4% | +40.8% | -26.3% |
| 5Y | -41.2% | +59.6% | -100.8% | -76.2% |
| All | -44.5% | +70.5% | -115.0% | -80.3% |
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