-48.1%
TOST vs VTRS
+52.4%
-100.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.3% |
| 7D | -4.7% | -3.5% | -1.2% | -3.3% |
| 30D | -9.1% | +2.1% | -11.2% | -9.9% |
| 3M | +29.8% | +2.6% | +27.2% | +28.0% |
| 6M | +10.0% | +17.8% | -7.7% | +2.1% |
| YTD | -8.6% | +35.7% | -44.3% | -20.9% |
| 1Y | -20.7% | +63.5% | -84.2% | -36.8% |
| 3Y | +55.7% | +85.1% | -29.4% | +8.1% |
| All | -48.1% | +52.4% | -100.5% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling