-44.5%
TOST vs VSH
+28.1%
-72.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -3.1% |
| 7D | +9.4% | -12.9% | +22.4% | +13.2% |
| 30D | +13.5% | -36.9% | +50.3% | +28.8% |
| 3M | -0.1% | -28.8% | +28.6% | +7.2% |
| 6M | +22.5% | -30.3% | +52.8% | +16.6% |
| YTD | -2.4% | +62.4% | -64.7% | -43.7% |
| 1Y | -4.7% | +62.5% | -67.2% | -45.3% |
| 3Y | +103.2% | +7.4% | +95.8% | +43.7% |
| 5Y | -41.2% | +25.4% | -66.7% | -67.4% |
| All | -44.5% | +28.1% | -72.6% | -70.0% |
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