+56.7%
TOST vs IR
+9.5%
+47.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.6% |
| 7D | -3.4% | -2.8% | -0.6% | -1.9% |
| 30D | -2.4% | -15.1% | +12.7% | +6.8% |
| 3M | +34.6% | +6.1% | +28.5% | +28.7% |
| 6M | +15.2% | -16.8% | +32.0% | +26.4% |
| YTD | -4.4% | -3.5% | -0.9% | -6.7% |
| 1Y | -17.4% | -3.5% | -13.9% | -19.8% |
| All | +56.7% | +9.5% | +47.2% | +24.7% |
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 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