-46.7%
TOST vs IEF
-8.4%
-38.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -3.5% | -0.7% | -2.7% | -2.9% |
| 3M | +38.1% | -0.4% | +38.6% | +38.8% |
| 6M | +9.9% | -2.5% | +12.4% | +12.3% |
| YTD | -6.3% | -1.6% | -4.7% | -5.0% |
| 1Y | -18.3% | -1.3% | -17.0% | -17.4% |
| 3Y | +59.7% | +10.1% | +49.6% | +44.3% |
| All | -46.7% | -8.4% | -38.3% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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