+25.2%
VZ vs TOST
+2.2%
+23.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.4% | +2.1% |
| 7D | +6.9% | +10.7% | -3.8% | +7.0% |
| 30D | +2.3% | +17.7% | -15.5% | +2.5% |
| 3M | 0.0% | +4.6% | -4.6% | +0.2% |
| 6M | +0.2% | +20.3% | -20.0% | +1.0% |
| YTD | +20.9% | -0.4% | +21.3% | +23.7% |
| 1Y | +25.2% | -0.8% | +26.0% | +28.1% |
| All | +25.2% | +2.2% | +23.0% | +28.1% |
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