-44.8%
TOST vs IWD
+83.8%
-128.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.0% | +1.6% | +1.4% | -0.3% |
| 30D | +10.3% | +3.6% | +6.7% | +2.9% |
| 3M | -3.3% | +2.0% | -5.3% | -7.0% |
| 6M | +37.8% | +13.1% | +24.8% | +8.1% |
| YTD | -2.8% | +26.2% | -29.0% | -39.7% |
| 1Y | -9.6% | +29.6% | -39.2% | -46.8% |
| 3Y | +144.6% | +84.3% | +60.3% | -31.1% |
| 5Y | -31.0% | +73.4% | -104.4% | -76.0% |
| All | -44.8% | +83.8% | -128.6% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling