-45.7%
TOST vs IR
+43.7%
-89.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.9% |
| 7D | -3.4% | -2.8% | -0.6% | -1.2% |
| 30D | -2.4% | -15.1% | +12.7% | +11.0% |
| 3M | +34.6% | +6.1% | +28.5% | +26.2% |
| 6M | +15.2% | -16.8% | +32.0% | +30.0% |
| YTD | -4.4% | -3.5% | -0.9% | -7.7% |
| 1Y | -17.4% | -3.5% | -13.9% | -20.8% |
| 3Y | +54.5% | +9.5% | +45.0% | +18.7% |
| All | -45.7% | +43.7% | -89.4% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling