-27.7%
TOST vs IRM
+187.5%
-215.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.9% |
| 7D | 0.0% | +6.8% | -6.8% | -3.8% |
| 30D | +16.2% | +2.6% | +13.6% | +13.3% |
| 3M | -1.5% | -9.5% | +7.9% | +2.8% |
| 6M | +55.3% | -8.5% | +63.8% | +59.5% |
| YTD | -2.3% | +40.3% | -42.6% | -27.6% |
| 1Y | -5.5% | +28.7% | -34.2% | -25.7% |
| 3Y | +151.1% | +111.8% | +39.3% | +17.3% |
| All | -27.7% | +187.5% | -215.2% | -75.1% |
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