-0.8%
TOST vs VTR
+22.5%
-23.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +5.6% |
| 7D | +10.7% | +10.0% | +0.7% | +11.7% |
| 30D | +17.7% | +9.6% | +8.1% | +19.0% |
| 3M | +4.6% | -1.2% | +5.8% | +4.0% |
| 6M | +20.3% | +2.8% | +17.4% | +19.4% |
| YTD | -0.4% | +17.4% | -17.8% | +6.8% |
| 1Y | -0.8% | +22.0% | -22.8% | +12.2% |
| All | -0.8% | +22.5% | -23.2% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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