-20.7%
TOST vs VSXY
+198.1%
-218.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -2.4% |
| 7D | -4.7% | -10.7% | +6.0% | -4.2% |
| 30D | -9.1% | -24.3% | +15.2% | -7.9% |
| 3M | +29.8% | +1.0% | +28.8% | +29.9% |
| 6M | +10.0% | +57.4% | -47.3% | +5.6% |
| YTD | -8.6% | +39.8% | -48.4% | -12.3% |
| 1Y | -20.7% | +196.5% | -217.2% | -38.3% |
| All | -20.7% | +198.1% | -218.8% | -38.3% |
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