-44.4%
TOST vs EFV
+97.5%
-141.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -3.2% |
| 7D | +4.0% | +1.7% | +2.3% | +1.7% |
| 30D | +11.1% | +3.4% | +7.6% | +6.3% |
| 3M | +0.8% | -1.7% | +2.5% | +2.9% |
| 6M | +38.8% | +6.4% | +32.4% | +27.4% |
| YTD | -2.1% | +16.3% | -18.4% | -22.5% |
| 1Y | -6.0% | +22.9% | -29.0% | -31.4% |
| 3Y | +149.8% | +92.8% | +57.0% | -9.9% |
| 5Y | -42.8% | +93.5% | -136.3% | -79.7% |
| All | -44.4% | +97.5% | -141.9% | -81.4% |
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