-44.4%
TOST vs VSXY
+84.7%
-129.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.8% |
| 7D | +4.0% | +15.2% | -11.2% | +0.7% |
| 30D | +11.1% | +37.0% | -25.9% | +3.2% |
| 3M | +0.8% | +15.2% | -14.4% | -3.1% |
| 6M | +38.8% | +136.3% | -97.5% | +8.1% |
| YTD | -2.1% | +109.6% | -111.6% | -22.9% |
| 1Y | -6.0% | +223.7% | -229.7% | -35.4% |
| 3Y | +149.8% | +516.3% | -366.5% | +17.7% |
| 5Y | -42.8% | +125.1% | -167.9% | -56.8% |
| All | -44.4% | +84.7% | -129.1% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling