-44.4%
TOST vs IWF
+67.8%
-112.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -3.9% |
| 7D | +4.0% | -1.0% | +5.1% | +4.7% |
| 30D | +11.1% | -10.1% | +21.1% | +27.7% |
| 3M | +0.8% | -7.6% | +8.5% | +10.8% |
| 6M | +38.8% | -6.7% | +45.5% | +48.7% |
| YTD | -2.1% | -2.5% | +0.5% | -2.1% |
| 1Y | -6.0% | -2.1% | -4.0% | -7.0% |
| 3Y | +149.8% | +68.6% | +81.1% | -5.6% |
| 5Y | -42.8% | +55.8% | -98.6% | -70.9% |
| All | -44.4% | +67.8% | -112.1% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling