-46.7%
TOST vs IJR
+44.6%
-91.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -0.9% |
| 7D | -0.9% | +0.9% | -1.8% | -2.2% |
| 30D | -3.5% | -3.1% | -0.3% | +1.0% |
| 3M | +38.1% | +4.4% | +33.7% | +29.5% |
| 6M | +9.9% | +16.1% | -6.2% | -12.6% |
| YTD | -6.3% | +20.6% | -26.8% | -29.7% |
| 1Y | -18.3% | +22.9% | -41.2% | -40.3% |
| 3Y | +59.7% | +55.2% | +4.5% | -22.7% |
| All | -46.7% | +44.6% | -91.4% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling