-18.3%
TOST vs EFX
-30.2%
+11.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.1% | -0.4% |
| 7D | -0.9% | -7.8% | +6.9% | +3.0% |
| 30D | -3.5% | -5.7% | +2.3% | -0.9% |
| 3M | +38.1% | +2.5% | +35.6% | +34.5% |
| 6M | +9.9% | -16.7% | +26.6% | +18.6% |
| YTD | -6.3% | -20.2% | +13.9% | +1.9% |
| 1Y | -18.3% | -31.4% | +13.1% | -9.7% |
| All | -18.3% | -30.2% | +11.9% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EFX 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling