+103.2%
TOST vs IRM
+90.1%
+13.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | +9.4% | -8.6% | +18.0% | +12.7% |
| 30D | +13.5% | -8.0% | +21.5% | +16.5% |
| 3M | -0.1% | -12.0% | +11.8% | +3.8% |
| 6M | +22.5% | -18.2% | +40.6% | +30.3% |
| YTD | -2.4% | +31.4% | -33.7% | -19.6% |
| 1Y | -4.7% | +9.2% | -13.9% | -13.2% |
| 3Y | +103.2% | +94.6% | +8.6% | +13.8% |
| All | +103.2% | +90.1% | +13.2% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling