-45.7%
TOST vs VSXY
+22.9%
-68.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.5% |
| 7D | -3.4% | -14.0% | +10.6% | -0.3% |
| 30D | -2.4% | -15.9% | +13.5% | +1.0% |
| 3M | +34.6% | +3.4% | +31.2% | +32.7% |
| 6M | +15.2% | +25.9% | -10.7% | +3.7% |
| YTD | -4.4% | +39.5% | -43.9% | -17.0% |
| 1Y | -17.4% | +194.4% | -211.8% | -43.1% |
| 3Y | +54.5% | +281.4% | -227.0% | -18.4% |
| All | -45.7% | +22.9% | -68.6% | -53.7% |
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 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