+373.4%
VST vs TOST
+55.9%
+317.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.5% | +3.5% |
| 7D | +8.9% | -3.4% | +12.3% | +10.0% |
| 30D | +6.2% | -2.4% | +8.6% | +6.7% |
| 3M | -2.7% | +34.6% | -37.3% | -12.3% |
| 6M | -8.4% | +15.2% | -23.6% | -14.1% |
| YTD | -7.2% | -4.4% | -2.8% | -8.1% |
| 1Y | -20.9% | -17.4% | -3.5% | -17.9% |
| All | +373.4% | +55.9% | +317.5% | +312.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling