+56.7%
TOST vs VIG
+56.4%
+0.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.9% |
| 7D | -3.4% | -0.4% | -3.0% | -2.7% |
| 30D | -2.4% | -1.0% | -1.5% | -0.7% |
| 3M | +34.6% | +2.8% | +31.8% | +28.5% |
| 6M | +15.2% | +8.2% | +7.0% | 0.0% |
| YTD | -4.4% | +11.0% | -15.4% | -20.7% |
| 1Y | -17.4% | +16.1% | -33.6% | -36.9% |
| All | +56.7% | +56.4% | +0.3% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling