+56.7%
TOST vs EFV
+91.7%
-35.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -3.4% | +1.5% | -4.9% | -4.8% |
| 30D | -2.4% | +1.7% | -4.2% | -4.1% |
| 3M | +34.6% | +8.6% | +26.0% | +24.2% |
| 6M | +15.2% | +11.7% | +3.5% | +2.4% |
| YTD | -4.4% | +19.3% | -23.7% | -22.5% |
| 1Y | -17.4% | +30.2% | -47.6% | -40.1% |
| All | +56.7% | +91.7% | -35.0% | -39.1% |
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