+20.2%
VZ vs TOST
-38.4%
+58.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | +2.1% | +9.4% | -7.3% | +1.9% |
| 30D | +1.4% | +13.5% | -12.1% | +1.1% |
| 3M | -1.3% | -0.1% | -1.1% | -1.3% |
| 6M | -0.5% | +22.5% | -23.0% | -1.1% |
| YTD | +19.6% | -2.4% | +22.0% | +19.6% |
| 1Y | +22.4% | -4.7% | +27.1% | +22.4% |
| 3Y | +55.9% | +103.2% | -47.3% | +51.0% |
| All | +20.2% | -38.4% | +58.6% | +14.9% |
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