-44.5%
TOST vs IFF
-30.5%
-14.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.0% |
| 7D | 0.0% | -1.8% | +1.8% | +0.9% |
| 30D | +16.2% | -9.4% | +25.6% | +21.8% |
| 3M | -1.5% | -3.0% | +1.5% | -0.5% |
| 6M | +55.3% | +5.8% | +49.5% | +48.7% |
| YTD | -2.3% | +22.4% | -24.7% | -17.7% |
| 1Y | -5.5% | +23.0% | -28.6% | -20.9% |
| 3Y | +151.1% | +21.8% | +129.4% | +102.2% |
| 5Y | -27.9% | -39.2% | +11.3% | +11.8% |
| All | -44.5% | -30.5% | -14.0% | -26.7% |
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