+103.2%
TOST vs VMC
+38.8%
+64.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.8% |
| 7D | +9.4% | +0.5% | +8.9% | +9.1% |
| 30D | +13.5% | +15.8% | -2.3% | +4.0% |
| 3M | -0.1% | +0.6% | -0.7% | -0.8% |
| 6M | +22.5% | -4.0% | +26.5% | +24.4% |
| YTD | -2.4% | -0.3% | -2.1% | -6.8% |
| 1Y | -4.7% | -0.5% | -4.2% | -9.0% |
| 3Y | +103.2% | +39.6% | +63.7% | +23.9% |
| All | +103.2% | +38.8% | +64.4% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling