+103.2%
TOST vs EFV
+84.2%
+19.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.1% |
| 7D | +9.4% | -0.7% | +10.1% | +10.1% |
| 30D | +13.5% | +0.9% | +12.6% | +12.7% |
| 3M | -0.1% | -3.6% | +3.4% | +3.2% |
| 6M | +22.5% | +2.5% | +19.9% | +19.3% |
| YTD | -2.4% | +13.2% | -15.6% | -16.0% |
| 1Y | -4.7% | +20.3% | -25.0% | -23.9% |
| 3Y | +103.2% | +84.9% | +18.3% | -18.5% |
| All | +103.2% | +84.2% | +19.0% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling