-44.5%
TOST vs VXUS
+46.0%
-90.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.6% |
| 7D | +9.4% | -1.8% | +11.2% | +12.2% |
| 30D | +13.5% | -4.6% | +18.1% | +21.4% |
| 3M | -0.1% | -6.1% | +5.9% | +8.9% |
| 6M | +22.5% | -4.9% | +27.4% | +28.4% |
| YTD | -2.4% | +8.1% | -10.4% | -19.9% |
| 1Y | -4.7% | +12.1% | -16.8% | -26.8% |
| 3Y | +103.2% | +63.9% | +39.4% | -26.3% |
| 5Y | -41.2% | +43.1% | -84.4% | -67.3% |
| All | -44.5% | +46.0% | -90.5% | -70.6% |
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