-40.6%
TOST vs IRM
+168.2%
-208.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.9% |
| 7D | +9.4% | -8.6% | +18.0% | +14.6% |
| 30D | +13.5% | -8.0% | +21.5% | +18.1% |
| 3M | -0.1% | -12.0% | +11.8% | +5.9% |
| 6M | +22.5% | -18.2% | +40.6% | +34.2% |
| YTD | -2.4% | +31.4% | -33.7% | -24.8% |
| 1Y | -4.7% | +9.2% | -13.9% | -16.4% |
| 3Y | +103.2% | +94.6% | +8.6% | +0.4% |
| All | -40.6% | +168.2% | -208.8% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling