-45.7%
TOST vs VO
+47.3%
-93.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.5% |
| 7D | -3.4% | -0.3% | -3.1% | -2.9% |
| 30D | -2.4% | -0.3% | -2.1% | -1.9% |
| 3M | +34.6% | +2.9% | +31.7% | +26.7% |
| 6M | +15.2% | +9.3% | +5.9% | -4.7% |
| YTD | -4.4% | +14.2% | -18.6% | -27.7% |
| 1Y | -17.4% | +15.3% | -32.7% | -38.5% |
| 3Y | +54.5% | +56.2% | -1.8% | -38.3% |
| All | -45.7% | +47.3% | -93.0% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling