+106.1%
TOST vs IR
+25.6%
+80.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.8% |
| 7D | +11.6% | +2.3% | +9.3% | +10.3% |
| 30D | +16.2% | +3.3% | +12.9% | +13.8% |
| 3M | +1.0% | -9.0% | +10.1% | +5.8% |
| 6M | +23.2% | +8.0% | +15.2% | +16.6% |
| YTD | -1.0% | +3.4% | -4.4% | -7.3% |
| 1Y | -9.9% | +4.5% | -14.4% | -16.4% |
| All | +106.1% | +25.6% | +80.5% | +72.5% |
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