-44.4%
TOST vs VO
+46.5%
-90.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -5.1% |
| 7D | +4.0% | -0.1% | +4.2% | +3.9% |
| 30D | +11.1% | +0.5% | +10.5% | +9.6% |
| 3M | +0.8% | -1.0% | +1.9% | +2.4% |
| 6M | +38.8% | +6.4% | +32.4% | +21.5% |
| YTD | -2.1% | +13.6% | -15.7% | -25.4% |
| 1Y | -6.0% | +14.5% | -20.5% | -29.5% |
| 3Y | +149.8% | +67.2% | +82.6% | -15.0% |
| 5Y | -42.8% | +36.1% | -78.8% | -62.3% |
| All | -44.4% | +46.5% | -90.9% | -68.1% |
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