-44.5%
TOST vs IEFA
+46.3%
-90.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.3% |
| 7D | +9.4% | -1.6% | +11.0% | +12.0% |
| 30D | +13.5% | -1.5% | +14.9% | +15.9% |
| 3M | -0.1% | -5.2% | +5.0% | +7.8% |
| 6M | +22.5% | -1.6% | +24.1% | +23.5% |
| YTD | -2.4% | +7.7% | -10.1% | -16.9% |
| 1Y | -4.7% | +12.2% | -16.9% | -24.3% |
| 3Y | +103.2% | +62.1% | +41.2% | -18.1% |
| 5Y | -41.2% | +43.7% | -85.0% | -65.9% |
| All | -44.5% | +46.3% | -90.8% | -69.0% |
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 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