-16.7%
TOST vs VMC
-10.4%
-6.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.1% |
| 7D | -3.4% | -4.3% | +0.9% | -2.6% |
| 30D | -2.4% | -8.2% | +5.8% | -0.9% |
| 3M | +34.6% | -7.0% | +41.7% | +36.0% |
| 6M | +15.2% | -10.8% | +26.0% | +15.3% |
| YTD | -4.4% | -7.4% | +3.0% | -6.2% |
| All | -16.7% | -10.4% | -6.3% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling