-45.4%
TOST vs VYM
+84.7%
-130.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -2.9% |
| 7D | -3.6% | -0.2% | -3.4% | -3.7% |
| 30D | +8.9% | +3.6% | +5.3% | +1.9% |
| 3M | -2.2% | -0.1% | -2.1% | -2.2% |
| 6M | +41.0% | +7.1% | +33.8% | +24.0% |
| YTD | -4.0% | +17.0% | -21.0% | -29.0% |
| 1Y | -9.6% | +19.0% | -28.6% | -35.2% |
| 3Y | +141.7% | +74.4% | +67.3% | -16.4% |
| 5Y | -29.5% | +72.7% | -102.2% | -74.0% |
| All | -45.4% | +84.7% | -130.2% | -82.1% |
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