-0.8%
TOST vs VTV
+28.2%
-29.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +4.1% |
| 7D | +10.7% | +1.8% | +9.0% | +9.0% |
| 30D | +17.7% | +6.0% | +11.8% | +12.0% |
| 3M | +4.6% | +3.7% | +1.0% | +1.3% |
| 6M | +20.3% | +13.9% | +6.3% | +8.3% |
| YTD | -0.4% | +22.8% | -23.2% | -20.9% |
| 1Y | -0.8% | +27.9% | -28.6% | -29.1% |
| All | -0.8% | +28.2% | -29.0% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 1y: compounded portfolio wealth divided by compounded VTV 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…
1y analysis · Full analysis span regression · 6 months rolling