-27.7%
TOST vs EFV
+93.2%
-120.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.0% |
| 7D | 0.0% | +2.5% | -2.5% | -3.2% |
| 30D | +16.2% | +2.9% | +13.3% | +12.0% |
| 3M | -1.5% | -1.4% | -0.1% | +0.2% |
| 6M | +55.3% | +5.5% | +49.8% | +44.2% |
| YTD | -2.3% | +16.1% | -18.4% | -22.4% |
| 1Y | -5.5% | +20.3% | -25.8% | -28.7% |
| 3Y | +151.1% | +90.4% | +60.7% | -7.3% |
| All | -27.7% | +93.2% | -120.9% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling