-40.6%
TOST vs VO
+32.6%
-73.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.1% |
| 7D | +9.4% | -2.6% | +12.0% | +14.9% |
| 30D | +13.5% | -0.9% | +14.4% | +15.5% |
| 3M | -0.1% | -3.0% | +2.9% | +5.8% |
| 6M | +22.5% | +2.2% | +20.3% | +16.4% |
| YTD | -2.4% | +10.6% | -12.9% | -21.5% |
| 1Y | -4.7% | +12.5% | -17.2% | -26.0% |
| 3Y | +103.2% | +61.4% | +41.8% | -25.7% |
| All | -40.6% | +32.6% | -73.2% | -57.7% |
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