+64.2%
IWM vs TOST
+96.7%
-32.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | -2.0% | +9.4% | -11.5% | -3.8% |
| 30D | -1.5% | +13.5% | -14.9% | -4.1% |
| 3M | -8.0% | -0.1% | -7.9% | -8.3% |
| 6M | -4.1% | +22.5% | -26.6% | -9.1% |
| YTD | +11.9% | -2.4% | +14.3% | +10.9% |
| 1Y | +15.0% | -4.7% | +19.7% | +14.5% |
| 3Y | +64.2% | +103.2% | -39.0% | +34.3% |
| All | +64.2% | +96.7% | -32.5% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling