-46.7%
TOST vs IYR
+8.4%
-55.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.8% |
| 7D | -0.9% | -0.4% | -0.5% | -0.4% |
| 30D | -3.5% | -2.5% | -0.9% | -0.2% |
| 3M | +38.1% | +1.5% | +36.7% | +35.0% |
| 6M | +9.9% | +3.9% | +6.0% | +2.9% |
| YTD | -6.3% | +9.5% | -15.8% | -18.9% |
| 1Y | -18.3% | +7.5% | -25.8% | -27.3% |
| 3Y | +59.7% | +30.8% | +29.0% | +4.6% |
| All | -46.7% | +8.4% | -55.2% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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