-45.7%
TOST vs EFX
-29.7%
-16.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.4% | +4.5% |
| 7D | -3.4% | -8.6% | +5.2% | +2.7% |
| 30D | -2.4% | +0.1% | -2.6% | -3.2% |
| 3M | +34.6% | +3.8% | +30.8% | +28.9% |
| 6M | +15.2% | -13.5% | +28.7% | +25.2% |
| YTD | -4.4% | -17.7% | +13.3% | +7.0% |
| 1Y | -17.4% | -25.6% | +8.2% | -1.4% |
| 3Y | +54.5% | -12.1% | +66.5% | +44.3% |
| All | -45.7% | -29.7% | -16.0% | -36.7% |
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