-45.4%
TOST vs IR
+60.1%
-105.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.5% |
| 7D | -3.6% | +1.1% | -4.7% | -4.6% |
| 30D | +8.9% | +7.6% | +1.3% | +2.0% |
| 3M | -2.2% | +0.1% | -2.3% | -3.3% |
| 6M | +41.0% | +14.0% | +27.0% | +23.6% |
| YTD | -4.0% | +7.5% | -11.4% | -15.7% |
| 1Y | -9.6% | +10.1% | -19.7% | -22.6% |
| 3Y | +141.7% | +24.9% | +116.8% | +65.1% |
| 5Y | -29.5% | +46.9% | -76.4% | -59.6% |
| All | -45.4% | +60.1% | -105.6% | -72.7% |
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