+86.1%
VOO vs TOST
-47.7%
+133.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -0.9% | -3.6% | +2.7% | -0.4% |
| 30D | -2.3% | +8.9% | -11.2% | -3.7% |
| 3M | -1.2% | -2.2% | +1.1% | -1.1% |
| 6M | +3.3% | +41.0% | -37.6% | -2.4% |
| YTD | +12.3% | -4.0% | +16.3% | +11.5% |
| 1Y | +12.5% | -9.6% | +22.1% | +12.7% |
| 3Y | +79.2% | +141.7% | -62.5% | +51.1% |
| 5Y | +75.7% | -29.5% | +105.2% | +55.5% |
| All | +86.1% | -47.7% | +133.8% | +67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling