+103.6%
V vs TOST
-45.8%
+149.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.5% | -1.6% | +3.1% |
| 7D | +9.0% | +10.7% | -1.8% | +7.4% |
| 30D | +18.1% | +17.7% | +0.3% | +15.4% |
| 3M | +18.3% | +4.6% | +13.7% | +17.4% |
| 6M | +34.1% | +20.3% | +13.8% | +30.1% |
| YTD | +25.2% | -0.4% | +25.6% | +24.0% |
| 1Y | +29.3% | -0.8% | +30.1% | +27.9% |
| 3Y | +83.4% | +102.2% | -18.9% | +62.8% |
| 5Y | +117.2% | -41.3% | +158.5% | +91.4% |
| All | +103.6% | -45.8% | +149.4% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling