-46.4%
TOST vs IEFA
+49.3%
-95.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -0.7% |
| 7D | -4.7% | +1.3% | -5.9% | -6.6% |
| 30D | +8.5% | +0.1% | +8.4% | +8.1% |
| 3M | -1.6% | -4.2% | +2.6% | +4.6% |
| 6M | +44.1% | +1.9% | +42.2% | +38.3% |
| YTD | -5.6% | +9.9% | -15.5% | -22.1% |
| 1Y | -12.6% | +11.5% | -24.1% | -29.6% |
| 3Y | +137.6% | +66.0% | +71.6% | -7.9% |
| 5Y | -30.4% | +47.5% | -77.8% | -61.5% |
| All | -46.4% | +49.3% | -95.7% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 10y: compounded portfolio wealth divided by compounded IEFA 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…
10y analysis · Full analysis span regression · 6 months rolling