-20.7%
TOST vs IOT
-3.4%
-17.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -1.2% |
| 7D | -4.7% | +5.1% | -9.7% | -6.5% |
| 30D | -9.1% | -3.0% | -6.0% | -8.4% |
| 3M | +29.8% | +15.0% | +14.8% | +20.8% |
| 6M | +10.0% | +13.1% | -3.1% | +2.0% |
| YTD | -8.6% | +9.0% | -17.6% | -16.2% |
| 1Y | -20.7% | +0.1% | -20.8% | -25.5% |
| All | -20.7% | -3.4% | -17.3% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling