-44.4%
TOST vs EFX
-25.2%
-19.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.8% |
| 7D | +4.0% | -2.2% | +6.2% | +5.6% |
| 30D | +11.1% | +29.2% | -18.1% | -7.7% |
| 3M | +0.8% | +3.5% | -2.6% | -2.6% |
| 6M | +38.8% | +7.8% | +31.0% | +28.6% |
| YTD | -2.1% | -12.4% | +10.3% | +4.3% |
| 1Y | -6.0% | -8.2% | +2.2% | -3.5% |
| 3Y | +149.8% | +4.7% | +145.1% | +99.2% |
| 5Y | -42.8% | -32.0% | -10.7% | -35.4% |
| All | -44.4% | -25.2% | -19.2% | -38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling