-46.7%
TOST vs VTR
+86.9%
-133.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -0.9% | -2.4% | +1.5% | +0.3% |
| 30D | -3.5% | -3.7% | +0.3% | -1.7% |
| 3M | +38.1% | +13.5% | +24.6% | +28.4% |
| 6M | +9.9% | +7.2% | +2.7% | +4.3% |
| YTD | -6.3% | +17.6% | -23.8% | -16.0% |
| 1Y | -18.3% | +35.4% | -53.7% | -33.4% |
| 3Y | +59.7% | +132.8% | -73.1% | -11.3% |
| All | -46.7% | +86.9% | -133.6% | -68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling