-43.8%
TOST vs VO
+42.8%
-86.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +6.3% |
| 7D | +11.6% | -3.3% | +15.0% | +19.1% |
| 30D | +16.2% | -1.8% | +18.1% | +20.3% |
| 3M | +1.0% | -3.4% | +4.4% | +7.8% |
| 6M | +23.2% | +3.0% | +20.2% | +15.3% |
| YTD | -1.0% | +10.7% | -11.7% | -20.5% |
| 1Y | -9.9% | +11.8% | -21.7% | -29.0% |
| 3Y | +101.0% | +60.4% | +40.7% | -25.2% |
| 5Y | -40.4% | +33.6% | -74.0% | -59.2% |
| All | -43.8% | +42.8% | -86.6% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling