+81.3%
VUG vs TOST
-48.0%
+129.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -0.1% | -3.4% | +3.3% | +0.6% |
| 30D | -0.3% | -2.4% | +2.1% | +0.1% |
| 3M | -0.7% | +34.6% | -35.3% | -7.0% |
| 6M | +14.6% | +15.2% | -0.6% | +10.1% |
| YTD | +9.0% | -4.4% | +13.4% | +8.4% |
| 1Y | +14.9% | -17.4% | +32.3% | +17.2% |
| 3Y | +86.0% | +54.5% | +31.6% | +60.3% |
| All | +81.3% | -48.0% | +129.2% | +57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling