-44.8%
TOST vs VMC
+72.8%
-117.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.1% |
| 7D | +3.0% | +1.1% | +1.8% | +1.8% |
| 30D | +10.3% | +17.7% | -7.4% | -5.0% |
| 3M | -3.3% | +1.1% | -4.3% | -4.9% |
| 6M | +37.8% | +1.8% | +36.0% | +32.8% |
| YTD | -2.8% | +1.5% | -4.3% | -10.3% |
| 1Y | -9.6% | -1.1% | -8.4% | -14.4% |
| 3Y | +144.6% | +38.8% | +105.9% | +49.1% |
| 5Y | -31.0% | +49.6% | -80.5% | -61.9% |
| All | -44.8% | +72.8% | -117.6% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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