-44.8%
TOST vs VTV
+88.5%
-133.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -1.0% |
| 7D | +3.0% | 0.0% | +2.9% | +2.6% |
| 30D | +10.3% | +3.2% | +7.0% | +3.9% |
| 3M | -3.3% | +1.7% | -4.9% | -6.2% |
| 6M | +37.8% | +11.0% | +26.8% | +13.0% |
| YTD | -2.8% | +21.0% | -23.8% | -33.3% |
| 1Y | -9.6% | +24.3% | -33.8% | -41.0% |
| 3Y | +144.6% | +76.9% | +67.7% | -20.7% |
| 5Y | -31.0% | +76.9% | -107.9% | -76.7% |
| All | -44.8% | +88.5% | -133.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling