-27.7%
TOST vs VNQ
+6.7%
-34.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.4% |
| 7D | 0.0% | +0.8% | -0.7% | -1.0% |
| 30D | +16.2% | +6.8% | +9.4% | +6.4% |
| 3M | -1.5% | -1.3% | -0.2% | +0.3% |
| 6M | +55.3% | +2.4% | +52.9% | +49.3% |
| YTD | -2.3% | +12.1% | -14.5% | -18.1% |
| 1Y | -5.5% | +12.0% | -17.5% | -20.6% |
| 3Y | +151.1% | +44.8% | +106.3% | +41.5% |
| All | -27.7% | +6.7% | -34.4% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling