+120.6%
VLO vs TOST
+2.2%
+118.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.5% | -11.2% | -5.3% |
| 7D | -6.0% | +10.7% | -16.7% | -5.2% |
| 30D | -12.9% | +17.7% | -30.6% | -11.9% |
| 3M | +18.3% | +4.6% | +13.7% | +19.3% |
| 6M | +46.4% | +20.3% | +26.2% | +48.4% |
| YTD | +127.7% | -0.4% | +128.1% | +129.6% |
| 1Y | +120.6% | -0.8% | +121.4% | +122.5% |
| All | +120.6% | +2.2% | +118.4% | +122.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling