-19.9%
TOST vs IJH
+14.3%
-34.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -0.8% |
| 7D | -5.9% | -2.5% | -3.4% | -3.9% |
| 30D | -8.4% | -5.0% | -3.4% | -4.6% |
| 3M | +31.4% | +0.5% | +30.9% | +30.1% |
| 6M | +10.5% | +8.2% | +2.3% | +1.0% |
| YTD | -10.1% | +12.4% | -22.5% | -22.8% |
| 1Y | -19.9% | +14.4% | -34.3% | -33.0% |
| All | -19.9% | +14.3% | -34.2% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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