-9.9%
TOST vs IRE
-98.6%
+88.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -33.9% | +33.4% | -0.7% |
| 7D | +11.6% | -57.1% | +68.8% | +11.3% |
| 30D | +16.2% | -84.4% | +100.7% | +16.0% |
| 3M | +1.0% | -85.0% | +86.0% | +0.8% |
| 6M | +23.2% | -95.2% | +118.4% | +23.0% |
| YTD | -1.0% | -93.9% | +93.0% | -4.4% |
| 1Y | -9.9% | -98.8% | +88.9% | -5.4% |
| All | -9.9% | -98.6% | +88.7% | -5.4% |
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