+151.1%
TOST vs IOT
+75.5%
+75.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | 0.0% | +0.9% | -0.9% | -0.3% |
| 30D | +16.2% | +1.4% | +14.8% | +15.5% |
| 3M | -1.5% | +0.5% | -2.1% | -2.5% |
| 6M | +55.3% | +50.3% | +5.0% | +31.7% |
| YTD | -2.3% | +16.7% | -19.0% | -11.0% |
| 1Y | -5.5% | +6.8% | -12.3% | -11.6% |
| 3Y | +151.1% | +75.5% | +75.6% | +96.4% |
| All | +151.1% | +75.5% | +75.6% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling