+52.9%
VEA vs TOST
-46.9%
+99.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -2.2% | +9.4% | -11.7% | -3.2% |
| 30D | -3.4% | +13.5% | -16.8% | -4.8% |
| 3M | -5.6% | -0.1% | -5.5% | -5.8% |
| 6M | -3.4% | +22.5% | -25.9% | -6.3% |
| 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% | +49.0% |
| 5Y | +49.6% | -41.2% | +90.9% | +36.0% |
| All | +52.9% | -46.9% | +99.8% | +40.1% |
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