-46.4%
TOST vs IWF
+69.5%
-115.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.2% |
| 7D | -4.7% | +5.3% | -9.9% | -11.7% |
| 30D | +8.5% | -8.6% | +17.1% | +21.7% |
| 3M | -1.6% | -6.5% | +4.9% | +6.2% |
| 6M | +44.1% | -5.6% | +49.7% | +51.6% |
| YTD | -5.6% | -1.5% | -4.1% | -7.1% |
| 1Y | -12.6% | -2.8% | -9.7% | -12.4% |
| 3Y | +137.6% | +67.1% | +70.4% | -8.4% |
| 5Y | -30.4% | +57.6% | -88.0% | -65.4% |
| All | -46.4% | +69.5% | -115.9% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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