-44.5%
TOST vs IBKR
+464.5%
-509.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.2% |
| 7D | 0.0% | +7.9% | -7.8% | -4.1% |
| 30D | +16.2% | -2.8% | +19.0% | +17.0% |
| 3M | -1.5% | -10.5% | +8.9% | +2.9% |
| 6M | +55.3% | -3.7% | +59.0% | +53.5% |
| YTD | -2.3% | +27.6% | -29.9% | -19.9% |
| 1Y | -5.5% | +22.5% | -28.0% | -20.8% |
| 3Y | +151.1% | +307.2% | -156.1% | -18.1% |
| 5Y | -27.9% | +357.7% | -385.6% | -80.5% |
| All | -44.5% | +464.5% | -509.0% | -85.6% |
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