+68.6%
VUG vs TOST
-46.9%
+115.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.2% |
| 7D | -3.4% | +9.4% | -12.8% | -5.2% |
| 30D | -11.1% | +13.5% | -24.6% | -13.5% |
| 3M | -7.2% | -0.1% | -7.1% | -7.6% |
| 6M | -4.1% | +22.5% | -26.6% | -9.2% |
| YTD | +1.4% | -2.4% | +3.7% | 0.0% |
| 1Y | +1.9% | -4.7% | +6.6% | +0.9% |
| 3Y | +77.7% | +103.2% | -25.5% | +44.3% |
| 5Y | +57.6% | -41.2% | +98.8% | +35.3% |
| All | +68.6% | -46.9% | +115.4% | +45.6% |
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 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