+106.1%
TOST vs IWD
+79.4%
+26.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +3.6% |
| 7D | +11.6% | -0.9% | +12.5% | +13.2% |
| 30D | +16.2% | +2.6% | +13.6% | +11.4% |
| 3M | +1.0% | +1.2% | -0.2% | -0.9% |
| 6M | +23.2% | +12.1% | +11.1% | +1.6% |
| YTD | -1.0% | +24.1% | -25.1% | -32.3% |
| 1Y | -9.9% | +28.5% | -38.4% | -42.1% |
| All | +106.1% | +79.4% | +26.7% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling