+144.6%
TOST vs IFF
+24.7%
+120.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +3.0% | -9.8% | +12.7% | +6.2% |
| 30D | +10.3% | -1.6% | +11.9% | +10.5% |
| 3M | -3.3% | -1.8% | -1.5% | -3.0% |
| 6M | +37.8% | +3.6% | +34.2% | +35.2% |
| YTD | -2.8% | +25.4% | -28.2% | -14.7% |
| 1Y | -9.6% | +35.4% | -45.0% | -24.4% |
| 3Y | +144.6% | +23.9% | +120.8% | +89.9% |
| All | +144.6% | +24.7% | +120.0% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling