+35.5%
IWM vs TOST
-47.1%
+82.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +0.3% | +3.0% | -2.7% | -0.3% |
| 30D | +0.6% | +10.3% | -9.7% | -1.5% |
| 3M | -6.2% | -3.3% | -2.9% | -5.9% |
| 6M | -0.8% | +37.8% | -38.6% | -7.9% |
| YTD | +14.8% | -2.8% | +17.5% | +13.3% |
| 1Y | +16.1% | -9.6% | +25.7% | +16.4% |
| 3Y | +71.5% | +144.6% | -73.1% | +35.4% |
| 5Y | +25.8% | -31.0% | +56.7% | +8.6% |
| All | +35.5% | -47.1% | +82.6% | +18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling