-46.7%
TOST vs EFX
-31.8%
-14.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.1% | +0.2% |
| 7D | -0.9% | -7.8% | +6.9% | +4.6% |
| 30D | -3.5% | -5.7% | +2.3% | +0.1% |
| 3M | +38.1% | +2.5% | +35.6% | +33.4% |
| 6M | +9.9% | -16.7% | +26.6% | +22.6% |
| YTD | -6.3% | -20.2% | +13.9% | +7.2% |
| 1Y | -18.3% | -31.4% | +13.1% | +3.8% |
| 3Y | +59.7% | -10.5% | +70.2% | +45.2% |
| All | -46.7% | -31.8% | -14.9% | -36.5% |
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