-40.6%
TOST vs VXUS
+42.8%
-83.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +21.3% |
| 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% | -26.2% |
| All | -40.6% | +42.8% | -83.3% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling