+420.0%
VLO vs TOST
-38.4%
+458.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +44.1% |
| YTD | +116.0% | -2.4% | +118.3% | +114.7% |
| 1Y | +101.0% | -4.7% | +105.7% | +100.1% |
| 3Y | +199.0% | +103.2% | +95.8% | +172.5% |
| All | +420.0% | -38.4% | +458.4% | +394.4% |
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