-44.8%
TOST vs IR
+61.6%
-106.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.2% |
| 7D | +3.0% | +1.5% | +1.4% | +1.5% |
| 30D | +10.3% | +9.0% | +1.2% | +2.3% |
| 3M | -3.3% | -0.9% | -2.4% | -3.5% |
| 6M | +37.8% | +13.4% | +24.4% | +21.4% |
| YTD | -2.8% | +8.5% | -11.2% | -15.2% |
| 1Y | -9.6% | +11.3% | -20.8% | -23.2% |
| 3Y | +144.6% | +26.0% | +118.7% | +66.0% |
| 5Y | -31.0% | +47.9% | -78.8% | -60.5% |
| All | -44.8% | +61.6% | -106.4% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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