+519.2%
VLO vs TOST
-46.9%
+566.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | -13.3% | +9.4% | -22.8% | -14.0% |
| 30D | -18.3% | +13.5% | -31.8% | -19.3% |
| 3M | +14.3% | -0.1% | +14.5% | +14.1% |
| 6M | +47.6% | +22.5% | +25.2% | +44.2% |
| YTD | +116.0% | -2.4% | +118.3% | +114.7% |
| 1Y | +101.0% | -4.7% | +105.7% | +100.2% |
| 3Y | +199.0% | +103.2% | +95.8% | +174.2% |
| 5Y | +419.0% | -41.2% | +460.3% | +383.8% |
| All | +519.2% | -46.9% | +566.0% | +479.1% |
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 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