-8.5%
TOST vs IR
+11.4%
-19.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +3.0% | +1.5% | +1.4% | +2.6% |
| 30D | +10.3% | +9.0% | +1.2% | +8.3% |
| 3M | -3.3% | -0.9% | -2.4% | -3.3% |
| 6M | +37.8% | +13.4% | +24.4% | +33.6% |
| YTD | -2.8% | +8.5% | -11.2% | -9.1% |
| All | -8.5% | +11.4% | -19.9% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling