-45.4%
TOST vs IRM
+203.4%
-248.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -2.1% |
| 7D | -3.6% | -5.3% | +1.7% | -1.2% |
| 30D | +8.9% | -2.3% | +11.2% | +9.4% |
| 3M | -2.2% | -7.4% | +5.2% | +0.7% |
| 6M | +41.0% | -12.2% | +53.2% | +48.7% |
| YTD | -4.0% | +38.6% | -42.6% | -28.3% |
| 1Y | -9.6% | +14.9% | -24.5% | -22.9% |
| 3Y | +141.7% | +108.2% | +33.5% | +15.1% |
| 5Y | -29.5% | +183.8% | -213.3% | -75.7% |
| All | -45.4% | +203.4% | -248.8% | -82.2% |
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