+77.0%
VTI vs TOST
-47.7%
+124.8%
-25.4%
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 | -0.7% | -3.6% | +2.9% | -0.1% |
| 30D | -1.9% | +8.9% | -10.8% | -3.4% |
| 3M | -1.4% | -2.2% | +0.8% | -1.3% |
| 6M | +3.5% | +41.0% | -37.5% | -2.8% |
| YTD | +12.6% | -4.0% | +16.6% | +11.7% |
| 1Y | +12.7% | -9.6% | +22.3% | +12.9% |
| 3Y | +78.8% | +141.7% | -62.9% | +48.6% |
| 5Y | +67.2% | -29.5% | +96.7% | +47.2% |
| All | +77.0% | -47.7% | +124.8% | +58.4% |
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