-44.5%
TOST vs VMC
+69.7%
-114.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.5% |
| 7D | +9.4% | +0.5% | +8.9% | +8.9% |
| 30D | +13.5% | +15.8% | -2.3% | -0.8% |
| 3M | -0.1% | +0.6% | -0.7% | -1.4% |
| 6M | +22.5% | -4.0% | +26.5% | +24.9% |
| YTD | -2.4% | -0.3% | -2.1% | -8.5% |
| 1Y | -4.7% | -0.5% | -4.2% | -10.7% |
| 3Y | +103.2% | +39.6% | +63.7% | +22.1% |
| 5Y | -41.2% | +50.1% | -91.3% | -67.0% |
| All | -44.5% | +69.7% | -114.3% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling