+62.9%
TOST vs IJR
+55.6%
+7.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.4% |
| 7D | -3.4% | -0.2% | -3.2% | -3.2% |
| 30D | -2.4% | -2.4% | 0.0% | +0.2% |
| 3M | +34.6% | +3.9% | +30.7% | +28.6% |
| 6M | +15.2% | +12.4% | +2.8% | -0.1% |
| YTD | -4.4% | +21.5% | -25.9% | -24.4% |
| 1Y | -17.4% | +24.0% | -41.4% | -36.1% |
| All | +62.9% | +55.6% | +7.3% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling