-45.7%
TOST vs IP
-11.7%
-34.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.9% |
| 7D | -3.4% | -5.3% | +1.9% | -1.2% |
| 30D | -2.4% | -10.9% | +8.4% | +2.3% |
| 3M | +34.6% | +11.2% | +23.4% | +27.5% |
| 6M | +15.2% | -10.2% | +25.4% | +18.8% |
| YTD | -4.4% | -2.0% | -2.4% | -6.7% |
| 1Y | -17.4% | -19.1% | +1.7% | -11.6% |
| 3Y | +54.5% | +20.9% | +33.6% | +24.0% |
| All | -45.7% | -11.7% | -34.0% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling