-45.7%
TOST vs VNQ
+9.2%
-54.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +1.0% |
| 7D | -3.4% | -1.3% | -2.2% | -1.8% |
| 30D | -2.4% | -2.9% | +0.5% | +1.5% |
| 3M | +34.6% | +0.8% | +33.8% | +32.7% |
| 6M | +15.2% | +2.5% | +12.7% | +9.9% |
| YTD | -4.4% | +10.6% | -15.0% | -18.5% |
| 1Y | -17.4% | +9.1% | -26.5% | -28.1% |
| 3Y | +54.5% | +31.0% | +23.4% | +1.5% |
| All | -45.7% | +9.2% | -54.9% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling