-40.6%
TOST vs IWF
+50.6%
-91.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -3.2% |
| 7D | +9.4% | -5.0% | +14.4% | +16.8% |
| 30D | +13.5% | -13.2% | +26.7% | +37.5% |
| 3M | -0.1% | -9.4% | +9.3% | +12.9% |
| 6M | +22.5% | -8.6% | +31.0% | +34.7% |
| YTD | -2.4% | -5.3% | +2.9% | +1.8% |
| 1Y | -4.7% | -5.0% | +0.3% | -1.4% |
| 3Y | +103.2% | +64.6% | +38.6% | -20.9% |
| All | -40.6% | +50.6% | -91.2% | -67.2% |
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