-48.1%
TOST vs VWO
+39.5%
-87.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -1.8% |
| 7D | -4.7% | +0.2% | -4.8% | -4.9% |
| 30D | -9.1% | +0.9% | -10.0% | -10.2% |
| 3M | +29.8% | +4.3% | +25.5% | +22.0% |
| 6M | +10.0% | +10.5% | -0.5% | -5.5% |
| YTD | -8.6% | +13.4% | -22.0% | -25.1% |
| 1Y | -20.7% | +18.6% | -39.3% | -39.3% |
| 3Y | +55.7% | +65.8% | -10.1% | -31.6% |
| All | -48.1% | +39.5% | -87.6% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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