+98.9%
V vs TOST
-46.9%
+145.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.8% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +9.0% | +16.2% | -7.2% | +6.7% |
| 3M | +16.7% | -1.5% | +18.3% | +16.8% |
| 6M | +33.4% | +55.3% | -21.9% | +25.3% |
| YTD | +22.4% | -2.3% | +24.7% | +21.5% |
| 1Y | +27.7% | -5.5% | +33.2% | +27.3% |
| 3Y | +78.0% | +151.1% | -73.1% | +54.1% |
| 5Y | +108.5% | -27.9% | +136.5% | +84.9% |
| All | +98.9% | -46.9% | +145.7% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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