+48.7%
EFA vs TOST
-46.9%
+95.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | -1.4% | +9.4% | -10.9% | -2.4% |
| 30D | -1.2% | +13.5% | -14.7% | -2.6% |
| 3M | -5.1% | -0.1% | -5.0% | -5.3% |
| 6M | -1.2% | +22.5% | -23.7% | -4.1% |
| YTD | +7.8% | -2.4% | +10.1% | +7.0% |
| 1Y | +12.2% | -4.7% | +16.9% | +11.6% |
| 3Y | +61.5% | +103.2% | -41.7% | +43.2% |
| 5Y | +45.8% | -41.2% | +87.0% | +32.3% |
| All | +48.7% | -46.9% | +95.6% | +36.1% |
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 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