-44.8%
TOST vs IRM
+198.9%
-243.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +3.0% | -5.1% | +8.0% | +5.4% |
| 30D | +10.3% | -3.3% | +13.5% | +11.4% |
| 3M | -3.3% | -8.2% | +4.9% | +0.1% |
| 6M | +37.8% | -12.8% | +50.6% | +45.8% |
| YTD | -2.8% | +36.6% | -39.4% | -26.8% |
| 1Y | -9.6% | +11.9% | -21.5% | -21.6% |
| 3Y | +144.6% | +105.1% | +39.5% | +17.5% |
| 5Y | -31.0% | +182.4% | -213.4% | -76.2% |
| All | -44.8% | +198.9% | -243.7% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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