-44.5%
TOST vs VTR
+85.7%
-130.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | +9.4% | +4.7% | +4.8% | +7.1% |
| 30D | +13.5% | +10.9% | +2.6% | +7.8% |
| 3M | -0.1% | -3.2% | +3.1% | +1.3% |
| 6M | +22.5% | +3.7% | +18.8% | +18.6% |
| YTD | -2.4% | +16.8% | -19.2% | -12.4% |
| 1Y | -4.7% | +21.3% | -26.0% | -16.6% |
| 3Y | +103.2% | +119.0% | -15.8% | +17.4% |
| 5Y | -41.2% | +94.0% | -135.2% | -65.0% |
| All | -44.5% | +85.7% | -130.2% | -66.7% |
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