-48.9%
TOST vs IFF
-28.3%
-20.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | -5.9% | -2.8% | -3.1% | -4.4% |
| 30D | -8.4% | -1.1% | -7.3% | -7.9% |
| 3M | +31.4% | +13.8% | +17.6% | +22.2% |
| 6M | +10.5% | +16.7% | -6.2% | -1.6% |
| YTD | -10.1% | +26.1% | -36.2% | -25.0% |
| 1Y | -19.9% | +33.5% | -53.5% | -35.9% |
| 3Y | +53.3% | +31.6% | +21.7% | +17.7% |
| All | -48.9% | -28.3% | -20.6% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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