-43.4%
TOST vs IP
-15.4%
-28.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +4.9% |
| 7D | +10.7% | +3.4% | +7.3% | +9.1% |
| 30D | +17.7% | +11.2% | +6.5% | +12.5% |
| 3M | +4.6% | -14.8% | +19.4% | +11.4% |
| 6M | +20.3% | +17.3% | +3.0% | +10.6% |
| YTD | -0.4% | -6.2% | +5.8% | -1.3% |
| 1Y | -0.8% | +2.3% | -3.1% | -6.1% |
| 3Y | +102.2% | +17.7% | +84.6% | +63.1% |
| 5Y | -41.3% | -8.4% | -32.9% | -47.7% |
| All | -43.4% | -15.4% | -28.0% | -50.2% |
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