-44.4%
TOST vs VT
+57.9%
-102.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.5% | -1.6% | +7.1% | +8.7% |
| 30D | +12.6% | -2.5% | +15.0% | +17.9% |
| 3M | +2.3% | -1.3% | +3.6% | +4.3% |
| 6M | +15.2% | +3.1% | +12.1% | +5.9% |
| YTD | -5.6% | +10.9% | -16.5% | -26.0% |
| 1Y | -6.1% | +12.1% | -18.2% | -27.8% |
| 3Y | +91.7% | +73.9% | +17.8% | -44.0% |
| All | -44.4% | +57.9% | -102.2% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling