+58.2%
EFA vs TOST
-48.0%
+106.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +0.6% | -3.4% | +4.0% | +1.0% |
| 30D | +0.9% | -2.4% | +3.3% | +1.1% |
| 3M | +4.9% | +34.6% | -29.7% | +1.2% |
| 6M | +8.6% | +15.2% | -6.6% | +6.2% |
| YTD | +14.6% | -4.4% | +19.0% | +14.2% |
| 1Y | +22.6% | -17.4% | +40.0% | +24.0% |
| 3Y | +66.5% | +54.5% | +12.1% | +52.5% |
| All | +58.2% | -48.0% | +106.1% | +45.3% |
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