-0.8%
TOST vs VYM
+21.8%
-22.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +4.2% |
| 7D | +10.7% | +1.2% | +9.6% | +9.4% |
| 30D | +17.7% | +5.2% | +12.5% | +12.0% |
| 3M | +4.6% | +0.5% | +4.1% | +3.7% |
| 6M | +20.3% | +7.7% | +12.6% | +12.3% |
| YTD | -0.4% | +17.2% | -17.6% | -17.8% |
| 1Y | -0.8% | +21.7% | -22.4% | -25.5% |
| All | -0.8% | +21.8% | -22.5% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling