-44.8%
TOST vs IFF
-28.7%
-16.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | 0.0% |
| 7D | +3.0% | -9.8% | +12.7% | +8.2% |
| 30D | +10.3% | -1.6% | +11.9% | +10.6% |
| 3M | -3.3% | -1.8% | -1.5% | -2.9% |
| 6M | +37.8% | +3.6% | +34.2% | +33.5% |
| YTD | -2.8% | +25.4% | -28.2% | -19.1% |
| 1Y | -9.6% | +35.4% | -45.0% | -28.8% |
| 3Y | +144.6% | +23.9% | +120.8% | +95.5% |
| 5Y | -31.0% | -37.1% | +6.2% | +4.7% |
| All | -44.8% | -28.7% | -16.0% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling