-18.3%
TOST vs EFV
+28.1%
-46.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.7% |
| 7D | -0.9% | +1.0% | -1.9% | -1.2% |
| 30D | -3.5% | +0.2% | -3.6% | -3.5% |
| 3M | +38.1% | +9.6% | +28.5% | +34.5% |
| 6M | +9.9% | +14.0% | -4.1% | +4.4% |
| YTD | -6.3% | +18.5% | -24.7% | -19.1% |
| 1Y | -18.3% | +27.9% | -46.2% | -38.3% |
| All | -18.3% | +28.1% | -46.4% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling