-45.7%
TOST vs VTV
+86.6%
-132.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.5% |
| 7D | -3.4% | +0.5% | -3.9% | -4.3% |
| 30D | -2.4% | +1.1% | -3.5% | -4.3% |
| 3M | +34.6% | +5.9% | +28.7% | +21.0% |
| 6M | +15.2% | +11.6% | +3.6% | -7.2% |
| YTD | -4.4% | +19.8% | -24.2% | -33.1% |
| 1Y | -17.4% | +26.2% | -43.7% | -47.6% |
| 3Y | +54.5% | +68.5% | -14.0% | -44.4% |
| All | -45.7% | +86.6% | -132.3% | -83.1% |
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 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