+19.0%
VZ vs TOST
-45.8%
+64.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.4% | +1.9% |
| 7D | +6.9% | +10.7% | -3.8% | +6.7% |
| 30D | +2.3% | +17.7% | -15.5% | +1.9% |
| 3M | 0.0% | +4.6% | -4.6% | -0.1% |
| 6M | +0.2% | +20.3% | -20.0% | -0.2% |
| YTD | +20.9% | -0.4% | +21.3% | +20.8% |
| 1Y | +25.2% | -0.8% | +26.0% | +25.1% |
| 3Y | +55.9% | +102.2% | -46.4% | +51.2% |
| 5Y | +22.6% | -41.3% | +63.9% | +17.5% |
| All | +19.0% | -45.8% | +64.8% | +14.6% |
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