-45.7%
TOST vs IJH
+54.1%
-99.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | -0.2% |
| 7D | -3.4% | +0.1% | -3.5% | -3.6% |
| 30D | -2.4% | -1.5% | -0.9% | -0.3% |
| 3M | +34.6% | +0.8% | +33.8% | +32.2% |
| 6M | +15.2% | +7.6% | +7.6% | 0.0% |
| YTD | -4.4% | +15.5% | -19.9% | -26.7% |
| 1Y | -17.4% | +16.9% | -34.3% | -37.9% |
| 3Y | +54.5% | +48.1% | +6.4% | -25.0% |
| All | -45.7% | +54.1% | -99.8% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling