-45.7%
TOST vs IRM
+212.9%
-258.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.9% |
| 7D | -3.4% | -0.5% | -3.0% | -3.2% |
| 30D | -2.4% | -8.1% | +5.6% | +2.2% |
| 3M | +34.6% | -9.7% | +44.3% | +41.6% |
| 6M | +15.2% | +10.0% | +5.2% | +4.7% |
| YTD | -4.4% | +43.0% | -47.4% | -29.0% |
| 1Y | -17.4% | +32.7% | -50.1% | -36.4% |
| 3Y | +54.5% | +102.7% | -48.3% | -23.0% |
| All | -45.7% | +212.9% | -258.6% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling