-44.8%
TOST vs VTR
+89.0%
-133.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.2% |
| 7D | +3.0% | +3.8% | -0.8% | +1.1% |
| 30D | +10.3% | +10.1% | +0.1% | +5.0% |
| 3M | -3.3% | -1.2% | -2.1% | -2.9% |
| 6M | +37.8% | +4.8% | +33.0% | +32.9% |
| YTD | -2.8% | +18.9% | -21.7% | -13.5% |
| 1Y | -9.6% | +21.8% | -31.4% | -20.9% |
| 3Y | +144.6% | +132.0% | +12.7% | +36.3% |
| 5Y | -31.0% | +94.7% | -125.6% | -60.0% |
| All | -44.8% | +89.0% | -133.8% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling