-54.5%
TOYO vs VT
+79.3%
-133.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +7.4% | +1.0% | +6.4% | +7.2% |
| 30D | -22.6% | -0.2% | -22.4% | -22.5% |
| 3M | -65.9% | +4.5% | -70.4% | -66.2% |
| 6M | -38.7% | +14.1% | -52.8% | -39.9% |
| YTD | -23.4% | +14.8% | -38.1% | -24.9% |
| 1Y | -17.2% | +21.2% | -38.4% | -18.8% |
| 3Y | -58.8% | +76.6% | -135.3% | -59.4% |
| All | -54.5% | +79.3% | -133.7% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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