-45.4%
TOST vs IFF
-29.2%
-16.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -3.6% | -5.7% | +2.1% | -0.7% |
| 30D | +8.9% | -2.7% | +11.6% | +9.9% |
| 3M | -2.2% | -2.3% | +0.1% | -1.6% |
| 6M | +41.0% | +6.0% | +35.0% | +34.9% |
| YTD | -4.0% | +24.6% | -28.6% | -19.8% |
| 1Y | -9.6% | +29.4% | -39.0% | -26.6% |
| 3Y | +141.7% | +23.1% | +118.6% | +93.7% |
| 5Y | -29.5% | -37.2% | +7.7% | +6.6% |
| All | -45.4% | -29.2% | -16.3% | -28.6% |
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