-0.8%
TOST vs VO
+16.3%
-17.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +4.4% |
| 7D | +10.7% | +1.0% | +9.8% | +9.4% |
| 30D | +17.7% | +2.6% | +15.1% | +14.0% |
| 3M | +4.6% | -0.3% | +4.9% | +4.8% |
| 6M | +20.3% | +7.6% | +12.7% | +9.3% |
| YTD | -0.4% | +14.7% | -15.1% | -18.1% |
| 1Y | -0.8% | +16.4% | -17.2% | -20.9% |
| All | -0.8% | +16.3% | -17.0% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling