-48.1%
TOST vs VTEB
+1.5%
-49.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.2% |
| 7D | -4.7% | -0.7% | -4.0% | -3.0% |
| 30D | -9.1% | -2.1% | -7.0% | -4.2% |
| 3M | +29.8% | -2.7% | +32.5% | +39.1% |
| 6M | +10.0% | -2.1% | +12.1% | +16.4% |
| YTD | -8.6% | -1.1% | -7.5% | -5.8% |
| 1Y | -20.7% | +1.3% | -22.0% | -23.2% |
| 3Y | +55.7% | +9.0% | +46.7% | +20.0% |
| All | -48.1% | +1.5% | -49.6% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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