-46.7%
TOST vs IWF
+79.3%
-126.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.5% |
| 7D | -0.9% | +1.5% | -2.4% | -3.1% |
| 30D | -3.5% | -1.3% | -2.2% | -1.9% |
| 3M | +38.1% | +0.1% | +38.0% | +35.9% |
| 6M | +9.9% | +10.3% | -0.4% | -7.4% |
| YTD | -6.3% | +4.2% | -10.4% | -13.3% |
| 1Y | -18.3% | +9.3% | -27.6% | -30.5% |
| 3Y | +59.7% | +79.3% | -19.6% | -43.5% |
| All | -46.7% | +79.3% | -126.0% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling