-40.6%
TOST vs IT
-43.2%
+2.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | +1.0% |
| 7D | +9.4% | -16.9% | +26.3% | +21.2% |
| 30D | +13.5% | +2.3% | +11.2% | +10.0% |
| 3M | -0.1% | +2.9% | -3.0% | -5.0% |
| 6M | +22.5% | +25.9% | -3.4% | -2.4% |
| YTD | -2.4% | -24.6% | +22.3% | +11.5% |
| 1Y | -4.7% | -16.0% | +11.3% | -0.2% |
| 3Y | +103.2% | -51.6% | +154.8% | +199.1% |
| All | -40.6% | -43.2% | +2.6% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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