+652.0%
VST vs TOST
-45.8%
+697.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.5% | -19.3% | -14.8% |
| 7D | -15.7% | +10.7% | -26.5% | -17.5% |
| 30D | -17.0% | +17.7% | -34.7% | -19.8% |
| 3M | -15.9% | +4.6% | -20.5% | -17.1% |
| 6M | -25.0% | +20.3% | -45.3% | -28.7% |
| YTD | -25.1% | -0.4% | -24.7% | -26.7% |
| 1Y | -34.9% | -0.8% | -34.1% | -36.3% |
| 3Y | +252.7% | +102.2% | +150.5% | +208.1% |
| 5Y | +582.3% | -41.3% | +623.6% | +524.9% |
| All | +652.0% | -45.8% | +697.8% | +600.5% |
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