+103.2%
TOST vs IWF
+65.2%
+38.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.6% |
| 7D | +9.4% | -5.0% | +14.4% | +14.5% |
| 30D | +13.5% | -13.2% | +26.7% | +29.9% |
| 3M | -0.1% | -9.4% | +9.3% | +8.9% |
| 6M | +22.5% | -8.6% | +31.0% | +31.4% |
| YTD | -2.4% | -5.3% | +2.9% | +1.0% |
| 1Y | -4.7% | -5.0% | +0.3% | -1.8% |
| 3Y | +103.2% | +64.6% | +38.6% | -4.0% |
| All | +103.2% | +65.2% | +38.0% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling