+56.1%
TOST vs VWO
+65.3%
-9.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.7% |
| 7D | -0.9% | +0.9% | -1.8% | -1.6% |
| 30D | -3.5% | +1.3% | -4.7% | -4.5% |
| 3M | +38.1% | +5.1% | +33.0% | +31.7% |
| 6M | +9.9% | +12.5% | -2.6% | -2.5% |
| YTD | -6.3% | +14.0% | -20.3% | -18.7% |
| 1Y | -18.3% | +19.7% | -38.0% | -32.9% |
| All | +56.1% | +65.3% | -9.1% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling