-48.1%
TOST vs VTV
+84.5%
-132.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -1.9% |
| 7D | -4.7% | -0.7% | -4.0% | -3.5% |
| 30D | -9.1% | -0.5% | -8.6% | -8.2% |
| 3M | +29.8% | +5.3% | +24.5% | +17.8% |
| 6M | +10.0% | +12.9% | -2.8% | -13.1% |
| YTD | -8.6% | +18.5% | -27.1% | -34.7% |
| 1Y | -20.7% | +25.3% | -46.0% | -49.0% |
| 3Y | +55.7% | +68.2% | -12.5% | -43.9% |
| All | -48.1% | +84.5% | -132.6% | -83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling