-8.9%
TOST vs EFX
-8.6%
-0.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +4.0% | -2.2% | +6.2% | +5.2% |
| 30D | +11.1% | +29.2% | -18.1% | -3.3% |
| 3M | +0.8% | +3.5% | -2.6% | -1.7% |
| 6M | +38.8% | +7.8% | +31.0% | +31.2% |
| YTD | -2.1% | -12.4% | +10.3% | +1.3% |
| All | -8.9% | -8.6% | -0.3% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling