-11.5%
TOST vs IRE
-97.5%
+85.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.1% | -13.3% | -1.3% |
| 7D | -3.6% | -15.1% | +11.5% | -3.5% |
| 30D | +8.9% | -71.4% | +80.2% | +9.7% |
| 3M | -2.2% | -81.2% | +78.9% | -1.3% |
| 6M | +41.0% | -93.7% | +134.7% | +43.5% |
| YTD | -4.0% | -92.2% | +88.2% | -8.0% |
| 1Y | -9.6% | -97.3% | +87.7% | -5.2% |
| All | -11.5% | -97.5% | +85.9% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling