+831.8%
VST vs TOST
-48.0%
+879.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.5% | +3.5% |
| 7D | +8.9% | -3.4% | +12.3% | +9.6% |
| 30D | +6.2% | -2.4% | +8.6% | +6.6% |
| 3M | -2.7% | +34.6% | -37.3% | -8.8% |
| 6M | -8.4% | +15.2% | -23.6% | -12.0% |
| YTD | -7.2% | -4.4% | -2.8% | -8.0% |
| 1Y | -20.9% | -17.4% | -3.5% | -19.6% |
| 3Y | +384.0% | +54.5% | +329.5% | +339.9% |
| All | +831.8% | -48.0% | +879.8% | +778.7% |
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