-43.8%
TOST vs VXUS
+45.7%
-89.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +4.8% |
| 7D | +11.6% | -3.4% | +15.0% | +17.3% |
| 30D | +16.2% | -5.8% | +22.1% | +26.8% |
| 3M | +1.0% | -6.4% | +7.5% | +10.8% |
| 6M | +23.2% | -2.5% | +25.7% | +23.8% |
| YTD | -1.0% | +7.9% | -8.9% | -18.6% |
| 1Y | -9.9% | +11.5% | -21.4% | -30.1% |
| 3Y | +101.0% | +63.4% | +37.6% | -26.7% |
| 5Y | -40.4% | +42.9% | -83.3% | -66.7% |
| All | -43.8% | +45.7% | -89.5% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling