-45.7%
TOST vs IEFA
+56.0%
-101.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -3.4% | +0.6% | -4.0% | -4.3% |
| 30D | -2.4% | +1.0% | -3.5% | -4.0% |
| 3M | +34.6% | +4.7% | +29.9% | +24.9% |
| 6M | +15.2% | +8.6% | +6.6% | -0.9% |
| YTD | -4.4% | +14.8% | -19.2% | -25.8% |
| 1Y | -17.4% | +22.6% | -40.0% | -42.6% |
| 3Y | +54.5% | +67.0% | -12.5% | -39.2% |
| All | -45.7% | +56.0% | -101.7% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling