-46.4%
TOST vs VYM
+84.9%
-131.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -4.7% | +3.3% | -8.0% | -10.2% |
| 30D | +8.5% | +3.8% | +4.7% | +1.3% |
| 3M | -1.6% | -0.4% | -1.2% | -1.1% |
| 6M | +44.1% | +7.1% | +37.0% | +26.9% |
| YTD | -5.6% | +17.1% | -22.7% | -30.3% |
| 1Y | -12.6% | +18.4% | -31.0% | -36.7% |
| 3Y | +137.6% | +74.5% | +63.0% | -17.9% |
| 5Y | -30.4% | +72.5% | -102.9% | -74.2% |
| All | -46.4% | +84.9% | -131.3% | -82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling