-44.8%
TOST vs IEFA
+50.0%
-94.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.1% |
| 7D | +3.0% | +1.1% | +1.8% | +1.1% |
| 30D | +10.3% | +0.7% | +9.6% | +9.0% |
| 3M | -3.3% | -3.4% | +0.1% | +1.4% |
| 6M | +37.8% | +1.5% | +36.3% | +33.1% |
| YTD | -2.8% | +10.4% | -13.2% | -20.3% |
| 1Y | -9.6% | +13.4% | -23.0% | -29.1% |
| 3Y | +144.6% | +66.7% | +78.0% | -5.7% |
| 5Y | -31.0% | +49.5% | -80.5% | -63.1% |
| All | -44.8% | +50.0% | -94.7% | -70.3% |
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