+562.5%
VLO vs TOST
-48.0%
+610.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +5.2% | -3.4% | +8.6% | +5.5% |
| 30D | +22.6% | -2.4% | +25.0% | +22.8% |
| 3M | +43.8% | +34.6% | +9.2% | +39.9% |
| 6M | +65.7% | +15.2% | +50.5% | +62.9% |
| YTD | +131.1% | -4.4% | +135.5% | +130.6% |
| 1Y | +143.6% | -17.4% | +161.0% | +146.0% |
| 3Y | +201.4% | +54.5% | +146.9% | +182.8% |
| All | +562.5% | -48.0% | +610.5% | +521.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling