-46.4%
TOST vs EFV
+96.4%
-142.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.5% |
| 7D | -4.7% | +0.7% | -5.4% | -5.6% |
| 30D | +8.5% | +2.0% | +6.5% | +5.8% |
| 3M | -1.6% | -1.6% | +0.1% | +0.5% |
| 6M | +44.1% | +5.8% | +38.3% | +33.3% |
| YTD | -5.6% | +15.6% | -21.2% | -24.7% |
| 1Y | -12.6% | +19.0% | -31.5% | -33.1% |
| 3Y | +137.6% | +90.7% | +46.9% | -12.9% |
| 5Y | -30.4% | +92.8% | -123.1% | -75.3% |
| All | -46.4% | +96.4% | -142.8% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling