-45.4%
TOST vs VSH
+60.3%
-105.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.8% | -10.0% | -3.8% |
| 7D | -3.6% | +12.8% | -16.4% | -7.8% |
| 30D | +8.9% | -9.0% | +17.9% | +10.1% |
| 3M | -2.2% | -12.2% | +10.0% | -1.4% |
| 6M | +41.0% | -15.9% | +56.9% | +28.1% |
| YTD | -4.0% | +103.2% | -107.2% | -48.5% |
| 1Y | -9.6% | +108.4% | -118.0% | -52.4% |
| 3Y | +141.7% | +41.6% | +100.1% | +50.3% |
| 5Y | -29.5% | +54.6% | -84.1% | -62.8% |
| All | -45.4% | +60.3% | -105.7% | -72.5% |
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