-46.7%
TOST vs VTV
+85.1%
-131.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -0.5% |
| 7D | -0.9% | +0.3% | -1.2% | -1.4% |
| 30D | -3.5% | +0.1% | -3.6% | -3.6% |
| 3M | +38.1% | +6.2% | +31.9% | +23.5% |
| 6M | +9.9% | +13.5% | -3.6% | -14.1% |
| YTD | -6.3% | +18.9% | -25.1% | -33.4% |
| 1Y | -18.3% | +25.8% | -44.1% | -47.9% |
| 3Y | +59.7% | +68.7% | -9.0% | -42.8% |
| All | -46.7% | +85.1% | -131.9% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling