-46.4%
TOST vs VO
+47.0%
-93.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | 0.0% |
| 7D | -4.7% | +2.9% | -7.6% | -10.2% |
| 30D | +8.5% | +1.0% | +7.5% | +6.0% |
| 3M | -1.6% | -1.7% | +0.1% | +1.4% |
| 6M | +44.1% | +6.7% | +37.4% | +25.5% |
| YTD | -5.6% | +14.0% | -19.6% | -28.6% |
| 1Y | -12.6% | +13.7% | -26.3% | -33.5% |
| 3Y | +137.6% | +65.8% | +71.7% | -17.7% |
| 5Y | -30.4% | +36.6% | -67.0% | -54.9% |
| All | -46.4% | +47.0% | -93.4% | -69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling