+98.0%
VLO vs TOST
-9.1%
+107.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | -9.5% | +3.0% | -12.5% | -9.3% |
| 30D | -19.1% | +10.3% | -29.4% | -18.5% |
| 3M | +11.4% | -3.3% | +14.6% | +11.9% |
| 6M | +46.7% | +37.8% | +8.9% | +49.1% |
| YTD | +118.6% | -2.8% | +121.4% | +120.7% |
| All | +98.0% | -9.1% | +107.2% | +100.9% |
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