-44.5%
TOST vs IJR
+41.5%
-86.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | 0.0% | +2.2% | -2.1% | -3.1% |
| 30D | +16.2% | +3.8% | +12.3% | +9.8% |
| 3M | -1.5% | -5.7% | +4.2% | +6.9% |
| 6M | +55.3% | +4.6% | +50.7% | +44.3% |
| YTD | -2.3% | +18.0% | -20.3% | -24.6% |
| 1Y | -5.5% | +21.8% | -27.3% | -30.6% |
| 3Y | +151.1% | +61.1% | +90.0% | +11.8% |
| 5Y | -27.9% | +27.3% | -55.3% | -49.8% |
| All | -44.5% | +41.5% | -86.0% | -64.8% |
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