+5.2%
VUG vs TOST
+2.2%
+3.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -3.9% | +1.0% |
| 7D | -3.0% | +10.7% | -13.7% | -4.1% |
| 30D | -6.4% | +17.7% | -24.2% | -8.2% |
| 3M | -3.2% | +4.6% | -7.8% | -3.9% |
| 6M | +3.1% | +20.3% | -17.2% | +0.3% |
| YTD | +6.3% | -0.4% | +6.7% | +4.8% |
| 1Y | +5.2% | -0.8% | +5.9% | +3.6% |
| All | +5.2% | +2.2% | +3.0% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling