+56.7%
TOST vs VSH
+24.4%
+32.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.4% | -0.7% |
| 7D | -3.4% | +4.1% | -7.5% | -4.1% |
| 30D | -2.4% | -4.2% | +1.7% | -2.1% |
| 3M | +34.6% | -50.0% | +84.6% | +52.9% |
| 6M | +15.2% | +80.2% | -65.0% | -15.4% |
| YTD | -4.4% | +121.1% | -125.5% | -36.4% |
| 1Y | -17.4% | +112.0% | -129.4% | -44.7% |
| All | +56.7% | +24.4% | +32.2% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling