+144.6%
TOST vs VSH
+32.2%
+112.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -0.9% |
| 7D | +3.0% | -1.6% | +4.5% | +2.8% |
| 30D | +10.3% | -21.3% | +31.6% | +13.4% |
| 3M | -3.3% | -18.9% | +15.6% | -1.6% |
| 6M | +37.8% | -21.4% | +59.2% | +31.7% |
| YTD | -2.8% | +86.8% | -89.6% | -32.3% |
| 1Y | -9.6% | +85.8% | -95.3% | -37.0% |
| 3Y | +144.6% | +30.1% | +114.5% | +92.0% |
| All | +144.6% | +32.2% | +112.5% | +92.0% |
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 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