-48.9%
TOST vs IJR
+41.8%
-90.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.3% |
| 7D | -5.9% | -2.3% | -3.5% | -2.6% |
| 30D | -8.4% | -4.7% | -3.7% | -1.9% |
| 3M | +31.4% | +2.1% | +29.3% | +27.1% |
| 6M | +10.5% | +13.9% | -3.3% | -9.6% |
| YTD | -10.1% | +18.2% | -28.3% | -30.6% |
| 1Y | -19.9% | +21.8% | -41.8% | -40.9% |
| 3Y | +53.3% | +52.2% | +1.1% | -23.6% |
| All | -48.9% | +41.8% | -90.7% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IJR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling