-12.6%
TOST vs VSXY
+199.0%
-211.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | -1.6% |
| 7D | -4.7% | -1.6% | -3.1% | -4.6% |
| 30D | +8.5% | +17.8% | -9.3% | +8.1% |
| 3M | -1.6% | +12.5% | -14.1% | -1.9% |
| 6M | +44.1% | +124.7% | -80.6% | +41.2% |
| YTD | -5.6% | +93.2% | -98.8% | -8.4% |
| 1Y | -12.6% | +195.6% | -208.2% | -22.7% |
| All | -12.6% | +199.0% | -211.6% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling