+1.6%
TOST vs IOT
+61.4%
-59.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.7% | -1.6% |
| 7D | -3.4% | -2.3% | -1.1% | -2.7% |
| 30D | -2.4% | +3.8% | -6.2% | -4.7% |
| 3M | +34.6% | +14.2% | +20.4% | +24.9% |
| 6M | +15.2% | +40.1% | -24.9% | -4.5% |
| YTD | -4.4% | +13.4% | -17.8% | -13.3% |
| 1Y | -17.4% | +12.2% | -29.6% | -26.3% |
| 3Y | +54.5% | +30.0% | +24.5% | +16.4% |
| All | +1.6% | +61.4% | -59.9% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling