+103.2%
TOST vs IR
+27.4%
+75.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -2.1% |
| 7D | +9.4% | +3.7% | +5.8% | +7.4% |
| 30D | +13.5% | +7.4% | +6.0% | +8.9% |
| 3M | -0.1% | -5.9% | +5.8% | +2.8% |
| 6M | +22.5% | +5.6% | +16.9% | +17.6% |
| YTD | -2.4% | +4.8% | -7.2% | -9.3% |
| 1Y | -4.7% | +6.9% | -11.6% | -12.8% |
| 3Y | +103.2% | +27.6% | +75.7% | +68.9% |
| All | +103.2% | +27.4% | +75.8% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling