-40.6%
TOST vs VSXY
+110.3%
-150.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.8% |
| 7D | +9.4% | +11.8% | -2.4% | +6.7% |
| 30D | +13.5% | +25.9% | -12.5% | +7.4% |
| 3M | -0.1% | +15.5% | -15.7% | -4.2% |
| 6M | +22.5% | +109.7% | -87.3% | -2.3% |
| YTD | -2.4% | +99.5% | -101.8% | -22.5% |
| 1Y | -4.7% | +197.5% | -202.2% | -33.5% |
| 3Y | +103.2% | +453.3% | -350.0% | -2.4% |
| All | -40.6% | +110.3% | -150.9% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling