+49.6%
VEA vs TOST
-38.4%
+88.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -2.2% | +9.4% | -11.7% | -3.3% |
| 30D | -3.4% | +13.5% | -16.8% | -4.9% |
| 3M | -5.6% | -0.1% | -5.5% | -5.8% |
| 6M | -3.4% | +22.5% | -25.9% | -6.4% |
| YTD | +9.7% | -2.4% | +12.1% | +8.9% |
| 1Y | +15.4% | -4.7% | +20.1% | +14.8% |
| 3Y | +68.5% | +103.2% | -34.7% | +48.5% |
| All | +49.6% | -38.4% | +88.0% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling