-31.0%
TOST vs VWO
+27.4%
-58.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.5% |
| 7D | +3.0% | +2.1% | +0.9% | +0.2% |
| 30D | +10.3% | -5.5% | +15.7% | +17.7% |
| 3M | -3.3% | -6.2% | +2.9% | +3.9% |
| 6M | +37.8% | -6.4% | +44.2% | +46.9% |
| YTD | -2.8% | +5.4% | -8.2% | -13.5% |
| 1Y | -9.6% | +4.5% | -14.1% | -18.5% |
| 3Y | +144.6% | +56.1% | +88.5% | +13.2% |
| 5Y | -31.0% | +28.1% | -59.1% | -51.3% |
| All | -31.0% | +27.4% | -58.4% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling