-43.8%
TOST vs VT
+61.2%
-104.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +7.1% |
| 7D | +11.6% | -4.2% | +15.8% | +20.5% |
| 30D | +16.2% | -5.8% | +22.0% | +29.6% |
| 3M | +1.0% | -5.2% | +6.3% | +11.0% |
| 6M | +23.2% | +0.1% | +23.1% | +19.5% |
| YTD | -1.0% | +8.2% | -9.2% | -19.0% |
| 1Y | -9.9% | +10.1% | -20.0% | -28.8% |
| 3Y | +101.0% | +69.7% | +31.4% | -38.7% |
| 5Y | -40.4% | +53.4% | -93.8% | -72.1% |
| All | -43.8% | +61.2% | -104.9% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling