-27.7%
TOST vs EFX
-30.1%
+2.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.7% | +3.0% |
| 7D | 0.0% | -0.8% | +0.8% | +0.6% |
| 30D | +16.2% | +25.1% | -8.9% | -1.2% |
| 3M | -1.5% | +1.7% | -3.2% | -3.7% |
| 6M | +55.3% | +18.4% | +36.9% | +34.2% |
| YTD | -2.3% | -12.5% | +10.2% | +4.2% |
| 1Y | -5.5% | -8.1% | +2.6% | -3.0% |
| 3Y | +151.1% | +4.8% | +146.3% | +98.0% |
| All | -27.7% | -30.1% | +2.4% | -18.5% |
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 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