-43.8%
TOST vs IRM
+184.7%
-228.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.1% | +10.5% | +5.8% |
| 7D | +11.6% | -10.9% | +22.5% | +18.6% |
| 30D | +16.2% | -9.4% | +25.7% | +22.1% |
| 3M | +1.0% | -16.4% | +17.4% | +10.5% |
| 6M | +23.2% | -18.7% | +41.9% | +35.5% |
| YTD | -1.0% | +30.1% | -31.1% | -23.2% |
| 1Y | -9.9% | +8.5% | -18.4% | -20.7% |
| 3Y | +101.0% | +88.0% | +13.0% | +2.7% |
| 5Y | -40.4% | +167.6% | -208.0% | -78.8% |
| All | -43.8% | +184.7% | -228.4% | -81.0% |
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