+56.7%
TOST vs VO
+56.6%
0.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.4% |
| 7D | -3.4% | -0.3% | -3.1% | -3.0% |
| 30D | -2.4% | -0.3% | -2.1% | -2.0% |
| 3M | +34.6% | +2.9% | +31.7% | +27.9% |
| 6M | +15.2% | +9.3% | +5.9% | -2.0% |
| YTD | -4.4% | +14.2% | -18.6% | -24.8% |
| 1Y | -17.4% | +15.3% | -32.7% | -35.8% |
| All | +56.7% | +56.6% | 0.0% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling