-40.6%
TOST vs VIG
+59.0%
-99.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -26.6% |
| All | -40.6% | +59.0% | -99.6% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling