+23.2%
TOST vs VSH
-28.9%
+52.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.8% | +14.2% | -2.2% |
| 7D | +11.6% | -25.2% | +36.8% | +8.4% |
| 30D | +16.2% | -41.8% | +58.0% | +9.8% |
| 3M | +1.0% | -33.4% | +34.5% | -2.6% |
| 6M | +23.2% | -31.0% | +54.2% | +28.8% |
| All | +23.2% | -28.9% | +52.0% | +28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling