-45.5%
TOYO vs VT
+69.4%
-115.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.0% | +8.2% |
| 7D | +18.5% | -2.3% | +20.9% | +19.3% |
| 30D | +23.4% | -5.0% | +28.4% | +25.1% |
| 3M | +1.7% | -4.9% | +6.6% | +3.2% |
| 6M | -50.9% | -1.5% | -49.4% | -50.5% |
| YTD | -8.4% | +8.5% | -16.8% | -8.8% |
| 1Y | -21.4% | +11.4% | -32.7% | -21.8% |
| 3Y | -50.3% | +70.1% | -120.4% | -50.3% |
| All | -45.5% | +69.4% | -115.0% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling