+62.5%
VUG vs TOST
-40.0%
+102.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +0.5% | +4.0% | -3.5% | -0.3% |
| 30D | -8.2% | +11.1% | -19.2% | -10.3% |
| 3M | -5.4% | +0.8% | -6.3% | -6.0% |
| 6M | -2.5% | +38.8% | -41.3% | -10.0% |
| YTD | +4.2% | -2.1% | +6.3% | +2.7% |
| 1Y | +5.0% | -6.0% | +11.1% | +4.3% |
| 3Y | +81.7% | +149.8% | -68.1% | +40.1% |
| 5Y | +62.5% | -42.8% | +105.3% | +45.2% |
| All | +62.5% | -40.0% | +102.5% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling