+26.4%
IWM vs TOST
-20.0%
+46.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.1% | -3.4% | +3.5% | +0.5% |
| 30D | -1.3% | -2.4% | +1.2% | -1.0% |
| 3M | +1.6% | +34.6% | -33.0% | -2.4% |
| 6M | +13.6% | +15.2% | -1.6% | +10.9% |
| YTD | +20.8% | -4.4% | +25.1% | +21.8% |
| 1Y | +26.4% | -17.4% | +43.8% | +31.2% |
| All | +26.4% | -20.0% | +46.5% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 1y: compounded portfolio wealth divided by compounded TOST 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…
1y analysis · Full analysis span regression · 6 months rolling