-54.9%
TOYO vs VT
+80.2%
-135.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -1.3% | +0.4% | -1.8% | -1.4% |
| 30D | -13.4% | +1.0% | -14.4% | -13.6% |
| 3M | -73.8% | +2.4% | -76.2% | -73.9% |
| 6M | -45.5% | +12.0% | -57.5% | -46.6% |
| YTD | -24.1% | +15.3% | -39.4% | -25.6% |
| 1Y | -17.3% | +22.6% | -39.9% | -19.1% |
| 3Y | -58.8% | +74.7% | -133.4% | -59.4% |
| All | -54.9% | +80.2% | -135.0% | -55.5% |
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