+86.0%
VUG vs TOST
+55.9%
+30.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -0.1% | -3.4% | +3.3% | +0.5% |
| 30D | -0.3% | -2.4% | +2.1% | 0.0% |
| 3M | -0.7% | +34.6% | -35.3% | -6.4% |
| 6M | +14.6% | +15.2% | -0.6% | +10.6% |
| YTD | +9.0% | -4.4% | +13.4% | +8.6% |
| 1Y | +14.9% | -17.4% | +32.3% | +17.4% |
| All | +86.0% | +55.9% | +30.1% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling