+99.7%
TOST vs VLTO
+56.1%
+43.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.2% |
| 7D | +4.0% | +2.0% | +2.0% | +2.7% |
| 30D | +11.1% | +21.8% | -10.7% | -2.4% |
| 3M | +0.8% | +20.2% | -19.4% | -10.6% |
| 6M | +38.8% | +36.3% | +2.5% | +12.9% |
| YTD | -2.1% | +18.8% | -20.9% | -12.7% |
| 1Y | -6.0% | +20.4% | -26.4% | -17.1% |
| 3Y | +149.8% | +71.9% | +77.9% | +83.9% |
| All | +99.7% | +56.1% | +43.6% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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