-44.5%
TOST vs EFX
-24.7%
-19.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | +0.1% |
| 7D | +9.4% | +2.7% | +6.7% | +7.5% |
| 30D | +13.5% | +33.1% | -19.6% | -7.6% |
| 3M | -0.1% | +8.2% | -8.3% | -6.7% |
| 6M | +22.5% | +10.2% | +12.3% | +11.7% |
| YTD | -2.4% | -11.8% | +9.5% | +3.5% |
| 1Y | -4.7% | -6.1% | +1.4% | -3.8% |
| 3Y | +103.2% | +7.5% | +95.7% | +58.1% |
| 5Y | -41.2% | -30.7% | -10.6% | -33.9% |
| All | -44.5% | -24.7% | -19.9% | -38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling