-45.7%
TOST vs VIG
+68.9%
-114.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +1.0% |
| 7D | -3.4% | -0.4% | -3.0% | -2.6% |
| 30D | -2.4% | -1.0% | -1.5% | -0.5% |
| 3M | +34.6% | +2.8% | +31.8% | +27.6% |
| 6M | +15.2% | +8.2% | +7.0% | -2.1% |
| YTD | -4.4% | +11.0% | -15.4% | -22.8% |
| 1Y | -17.4% | +16.1% | -33.6% | -39.2% |
| 3Y | +54.5% | +56.2% | -1.7% | -38.7% |
| All | -45.7% | +68.9% | -114.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling