-9.9%
TOST vs VT
+10.7%
-20.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +2.2% |
| 7D | +11.6% | -4.2% | +15.8% | +14.8% |
| 30D | +16.2% | -5.8% | +22.0% | +21.0% |
| 3M | +1.0% | -5.2% | +6.3% | +4.7% |
| 6M | +23.2% | +0.1% | +23.1% | +21.6% |
| YTD | -1.0% | +8.2% | -9.2% | -10.7% |
| 1Y | -9.9% | +10.1% | -20.0% | -21.5% |
| All | -9.9% | +10.7% | -20.6% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling