-50.3%
TOYO vs VT
+69.7%
-120.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.0% | +8.2% |
| 7D | +18.5% | -2.3% | +20.9% | +20.0% |
| 30D | +23.4% | -5.0% | +28.4% | +26.7% |
| 3M | +1.7% | -4.9% | +6.6% | +4.4% |
| 6M | -50.9% | -1.5% | -49.4% | -50.2% |
| YTD | -8.4% | +8.5% | -16.8% | -9.3% |
| 1Y | -21.4% | +11.4% | -32.7% | -22.4% |
| 3Y | -50.3% | +70.1% | -120.4% | -47.6% |
| All | -50.3% | +69.7% | -120.1% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling