-4.7%
TOST vs IRE
-98.3%
+93.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +39.6% | -41.0% | -1.0% |
| 7D | +9.4% | -27.2% | +36.6% | +9.4% |
| 30D | +13.5% | -75.1% | +88.6% | +13.0% |
| 3M | -0.1% | -77.9% | +77.7% | -0.6% |
| 6M | +22.5% | -94.6% | +117.0% | +22.0% |
| YTD | -2.4% | -91.5% | +89.2% | -4.7% |
| 1Y | -4.7% | -97.8% | +93.1% | -3.9% |
| All | -4.7% | -98.3% | +93.6% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling