-46.4%
TOST vs VXUS
+49.1%
-95.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -0.3% |
| 7D | -4.7% | +2.3% | -7.0% | -8.0% |
| 30D | +8.5% | -2.2% | +10.7% | +11.8% |
| 3M | -1.6% | -5.4% | +3.8% | +6.2% |
| 6M | +44.1% | -1.2% | +45.4% | +43.1% |
| YTD | -5.6% | +10.4% | -16.0% | -25.1% |
| 1Y | -12.6% | +11.8% | -24.4% | -32.2% |
| 3Y | +137.6% | +68.4% | +69.2% | -17.7% |
| 5Y | -30.4% | +45.9% | -76.2% | -62.4% |
| All | -46.4% | +49.1% | -95.5% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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