-45.7%
TOST vs IWF
+79.9%
-125.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.4% | +0.5% | -4.0% | -4.2% |
| 30D | -2.4% | -0.4% | -2.1% | -2.2% |
| 3M | +34.6% | -2.6% | +37.2% | +38.0% |
| 6M | +15.2% | +9.1% | +6.1% | -1.3% |
| YTD | -4.4% | +4.5% | -8.9% | -12.0% |
| 1Y | -17.4% | +10.1% | -27.5% | -30.5% |
| 3Y | +54.5% | +77.6% | -23.2% | -44.4% |
| All | -45.7% | +79.9% | -125.5% | -77.3% |
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