-45.7%
TOST vs VT
+71.8%
-117.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.4% | +0.4% | -3.9% | -4.3% |
| 30D | -2.4% | +1.0% | -3.4% | -4.4% |
| 3M | +34.6% | +2.4% | +32.2% | +27.4% |
| 6M | +15.2% | +12.0% | +3.2% | -10.4% |
| YTD | -4.4% | +15.3% | -19.7% | -30.3% |
| 1Y | -17.4% | +22.6% | -40.0% | -47.0% |
| 3Y | +54.5% | +74.7% | -20.2% | -54.2% |
| All | -45.7% | +71.8% | -117.5% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling