-48.1%
TOST vs VSXY
+23.2%
-71.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -1.7% |
| 7D | -4.7% | -10.7% | +6.0% | -2.5% |
| 30D | -9.1% | -24.3% | +15.2% | -3.5% |
| 3M | +29.8% | +1.0% | +28.8% | +28.6% |
| 6M | +10.0% | +57.4% | -47.3% | -6.3% |
| YTD | -8.6% | +39.8% | -48.4% | -20.8% |
| 1Y | -20.7% | +196.5% | -217.2% | -45.5% |
| 3Y | +55.7% | +357.2% | -301.5% | -24.2% |
| All | -48.1% | +23.2% | -71.3% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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