-44.5%
TOST vs VSH
+46.4%
-91.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.2% | +7.7% | +4.7% |
| 7D | 0.0% | +14.3% | -14.3% | -4.4% |
| 30D | +16.2% | -7.9% | +24.0% | +16.6% |
| 3M | -1.5% | -19.9% | +18.3% | +1.9% |
| 6M | +55.3% | -30.5% | +85.8% | +53.3% |
| YTD | -2.3% | +85.7% | -88.0% | -46.2% |
| 1Y | -5.5% | +98.9% | -104.5% | -50.3% |
| 3Y | +151.1% | +32.1% | +119.0% | +56.8% |
| 5Y | -27.9% | +39.7% | -67.6% | -60.5% |
| All | -44.5% | +46.4% | -91.0% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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