-29.5%
TOST vs VTRS
+78.7%
-108.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | -3.6% | +9.6% | -13.2% | -7.2% |
| 30D | +8.9% | +20.1% | -11.2% | +0.8% |
| 3M | -2.2% | +30.3% | -32.6% | -12.5% |
| 6M | +41.0% | +26.3% | +14.6% | +27.0% |
| YTD | -4.0% | +73.1% | -77.1% | -25.1% |
| 1Y | -9.6% | +94.7% | -104.3% | -33.1% |
| 3Y | +141.7% | +159.7% | -18.0% | +41.8% |
| 5Y | -29.5% | +79.7% | -109.2% | -55.6% |
| All | -29.5% | +78.7% | -108.2% | -55.6% |
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