+426.2%
VLO vs TOST
-41.7%
+467.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.8% |
| 7D | -8.7% | +11.6% | -20.3% | -9.6% |
| 30D | -16.2% | +16.2% | -32.4% | -17.4% |
| 3M | +16.2% | +1.0% | +15.1% | +15.8% |
| 6M | +39.8% | +23.2% | +16.6% | +36.3% |
| YTD | +119.0% | -1.0% | +119.9% | +117.4% |
| 1Y | +110.8% | -9.9% | +120.7% | +111.1% |
| 3Y | +201.7% | +101.0% | +100.7% | +175.2% |
| 5Y | +426.2% | -40.4% | +466.6% | +394.9% |
| All | +426.2% | -41.7% | +467.9% | +394.9% |
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 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