+75.5%
VTI vs TOST
-46.7%
+122.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | +0.2% | +4.0% | -3.8% | -0.4% |
| 30D | -2.9% | +11.1% | -13.9% | -4.6% |
| 3M | -2.6% | +0.8% | -3.4% | -3.0% |
| 6M | +2.8% | +38.8% | -36.0% | -3.2% |
| YTD | +11.6% | -2.1% | +13.7% | +10.4% |
| 1Y | +13.6% | -6.0% | +19.7% | +13.1% |
| 3Y | +79.9% | +149.8% | -69.9% | +48.7% |
| 5Y | +64.3% | -42.8% | +107.0% | +46.0% |
| All | +75.5% | -46.7% | +122.2% | +56.5% |
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 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