-46.4%
TOST vs VTRS
+90.9%
-137.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.0% |
| 7D | -4.7% | +9.0% | -13.6% | -8.0% |
| 30D | +8.5% | +19.8% | -11.3% | +0.7% |
| 3M | -1.6% | +29.3% | -30.9% | -11.5% |
| 6M | +44.1% | +22.2% | +21.9% | +31.9% |
| YTD | -5.6% | +69.9% | -75.5% | -25.5% |
| 1Y | -12.6% | +94.4% | -107.0% | -34.9% |
| 3Y | +137.6% | +154.8% | -17.3% | +42.2% |
| 5Y | -30.4% | +80.8% | -111.1% | -56.5% |
| All | -46.4% | +90.9% | -137.3% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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