-40.6%
TOST vs IR
+44.3%
-84.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -2.4% |
| 7D | +9.4% | +3.7% | +5.8% | +6.4% |
| 30D | +13.5% | +7.4% | +6.0% | +6.7% |
| 3M | -0.1% | -5.9% | +5.8% | +3.8% |
| 6M | +22.5% | +5.6% | +16.9% | +14.8% |
| YTD | -2.4% | +4.8% | -7.2% | -12.3% |
| 1Y | -4.7% | +6.9% | -11.6% | -16.2% |
| 3Y | +103.2% | +27.6% | +75.7% | +35.2% |
| All | -40.6% | +44.3% | -84.9% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling