+52.2%
TOST vs VYM
+64.8%
-12.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.7% |
| 7D | -4.7% | -1.0% | -3.7% | -3.1% |
| 30D | -9.1% | -2.0% | -7.0% | -5.9% |
| 3M | +29.8% | +3.1% | +26.7% | +23.6% |
| 6M | +10.0% | +8.9% | +1.1% | -5.1% |
| YTD | -8.6% | +14.7% | -23.3% | -28.6% |
| 1Y | -20.7% | +19.4% | -40.1% | -42.3% |
| All | +52.2% | +64.8% | -12.6% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling