+432.2%
VLO vs TOST
-40.0%
+472.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | -6.5% | +4.0% | -10.5% | -6.8% |
| 30D | -17.8% | +11.1% | -28.8% | -18.6% |
| 3M | +19.6% | +0.8% | +18.7% | +19.3% |
| 6M | +49.3% | +38.8% | +10.5% | +44.2% |
| YTD | +122.4% | -2.1% | +124.5% | +121.0% |
| 1Y | +107.4% | -6.0% | +113.5% | +106.9% |
| 3Y | +223.1% | +149.8% | +73.3% | +189.2% |
| 5Y | +432.2% | -42.8% | +475.0% | +404.6% |
| All | +432.2% | -40.0% | +472.2% | +404.6% |
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