+50.1%
EFA vs TOST
-27.7%
+77.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.2% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +1.4% | +16.2% | -14.8% | -0.4% |
| 3M | -4.2% | -1.5% | -2.6% | -4.2% |
| 6M | +1.9% | +55.3% | -53.4% | -3.7% |
| YTD | +10.2% | -2.3% | +12.5% | +9.4% |
| 1Y | +12.8% | -5.5% | +18.3% | +12.4% |
| 3Y | +65.2% | +151.1% | -85.9% | +42.1% |
| All | +50.1% | -27.7% | +77.9% | +35.0% |
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