-48.9%
TOST vs VNQ
+7.0%
-55.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.4% |
| 7D | -5.9% | -2.6% | -3.2% | -2.4% |
| 30D | -8.4% | -2.3% | -6.1% | -5.4% |
| 3M | +31.4% | -2.8% | +34.2% | +36.2% |
| 6M | +10.5% | +2.5% | +8.0% | +5.3% |
| YTD | -10.1% | +8.4% | -18.5% | -21.2% |
| 1Y | -19.9% | +6.8% | -26.7% | -28.2% |
| 3Y | +53.3% | +29.9% | +23.3% | +1.5% |
| All | -48.9% | +7.0% | -55.9% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VNQ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling