-48.1%
TOST vs IJR
+43.1%
-91.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.0% |
| 7D | -4.7% | -1.1% | -3.6% | -3.1% |
| 30D | -9.1% | -3.6% | -5.5% | -4.2% |
| 3M | +29.8% | +2.3% | +27.5% | +25.2% |
| 6M | +10.0% | +14.3% | -4.3% | -10.5% |
| YTD | -8.6% | +19.3% | -27.9% | -30.4% |
| 1Y | -20.7% | +22.6% | -43.3% | -41.9% |
| 3Y | +55.7% | +53.5% | +2.2% | -23.4% |
| All | -48.1% | +43.1% | -91.2% | -67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling