+4.0%
TOST vs IOT
+69.6%
-65.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -1.0% |
| 7D | +4.0% | +0.8% | +3.3% | +3.7% |
| 30D | +11.1% | +1.6% | +9.4% | +10.1% |
| 3M | +0.8% | +3.3% | -2.5% | -1.7% |
| 6M | +38.8% | +42.0% | -3.2% | +15.8% |
| YTD | -2.1% | +19.1% | -21.2% | -13.6% |
| 1Y | -6.0% | +8.8% | -14.8% | -14.1% |
| 3Y | +149.8% | +79.2% | +70.5% | +60.8% |
| All | +4.0% | +69.6% | -65.6% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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