+103.2%
TOST vs IWD
+78.7%
+24.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.8% |
| 7D | +9.4% | -0.5% | +9.9% | +10.2% |
| 30D | +13.5% | +2.7% | +10.8% | +8.8% |
| 3M | -0.1% | +0.9% | -1.0% | -1.5% |
| 6M | +22.5% | +10.5% | +11.9% | +3.5% |
| YTD | -2.4% | +23.7% | -26.1% | -32.8% |
| 1Y | -4.7% | +28.7% | -33.4% | -39.0% |
| 3Y | +103.2% | +79.7% | +23.5% | -41.8% |
| All | +103.2% | +78.7% | +24.5% | -41.8% |
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