-40.6%
TOST vs EFX
-31.2%
-9.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | +0.2% |
| 7D | +9.4% | +2.7% | +6.7% | +7.4% |
| 30D | +13.5% | +33.1% | -19.6% | -8.0% |
| 3M | -0.1% | +8.2% | -8.3% | -6.9% |
| 6M | +22.5% | +10.2% | +12.3% | +11.4% |
| YTD | -2.4% | -11.8% | +9.5% | +3.6% |
| 1Y | -4.7% | -6.1% | +1.4% | -3.8% |
| 3Y | +103.2% | +7.5% | +95.7% | +55.2% |
| All | -40.6% | -31.2% | -9.4% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling