-9.9%
TOST vs IP
-1.7%
-8.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.3% |
| 7D | +11.6% | -5.0% | +16.6% | +12.8% |
| 30D | +16.2% | +6.5% | +9.7% | +14.6% |
| 3M | +1.0% | -18.0% | +19.1% | +4.6% |
| 6M | +23.2% | +10.3% | +12.9% | +21.8% |
| YTD | -1.0% | -9.9% | +8.9% | -1.3% |
| 1Y | -9.9% | -1.1% | -8.8% | -15.0% |
| All | -9.9% | -1.7% | -8.2% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling