-43.8%
TOST vs IP
-18.8%
-25.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +1.1% |
| 7D | +11.6% | -5.0% | +16.6% | +14.0% |
| 30D | +16.2% | +6.5% | +9.7% | +13.1% |
| 3M | +1.0% | -18.0% | +19.1% | +9.4% |
| 6M | +23.2% | +10.3% | +12.9% | +16.3% |
| YTD | -1.0% | -9.9% | +8.9% | -0.2% |
| 1Y | -9.9% | -1.1% | -8.8% | -13.6% |
| 3Y | +101.0% | +13.0% | +88.0% | +64.8% |
| 5Y | -40.4% | -12.3% | -28.1% | -46.1% |
| All | -43.8% | -18.8% | -25.0% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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