-44.8%
TOST vs VSH
+47.4%
-92.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -1.1% |
| 7D | +3.0% | -1.6% | +4.5% | +2.6% |
| 30D | +10.3% | -21.3% | +31.6% | +16.7% |
| 3M | -3.3% | -18.9% | +15.6% | 0.0% |
| 6M | +37.8% | -21.4% | +59.2% | +27.5% |
| YTD | -2.8% | +86.8% | -89.6% | -46.4% |
| 1Y | -9.6% | +85.8% | -95.3% | -50.2% |
| 3Y | +144.6% | +30.1% | +114.5% | +56.3% |
| 5Y | -31.0% | +42.8% | -73.8% | -62.8% |
| All | -44.8% | +47.4% | -92.1% | -71.5% |
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