-46.7%
TOST vs IBKR
+527.8%
-574.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -1.0% |
| 7D | -0.9% | +0.6% | -1.5% | -1.3% |
| 30D | -3.5% | +3.7% | -7.1% | -6.0% |
| 3M | +38.1% | +4.2% | +33.9% | +32.5% |
| 6M | +9.9% | +36.6% | -26.7% | -11.3% |
| YTD | -6.3% | +41.9% | -48.1% | -26.7% |
| 1Y | -18.3% | +49.5% | -67.8% | -38.8% |
| 3Y | +59.7% | +291.3% | -231.6% | -43.8% |
| All | -46.7% | +527.8% | -574.6% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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