+103.2%
TOST vs IYR
+36.6%
+66.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.8% |
| 7D | +9.4% | +2.0% | +7.5% | +7.4% |
| 30D | +13.5% | +8.2% | +5.3% | +4.9% |
| 3M | -0.1% | -1.7% | +1.6% | +1.7% |
| 6M | +22.5% | -0.4% | +22.9% | +22.5% |
| YTD | -2.4% | +9.9% | -12.2% | -13.0% |
| 1Y | -4.7% | +10.4% | -15.1% | -15.6% |
| 3Y | +103.2% | +38.4% | +64.8% | +34.7% |
| All | +103.2% | +36.6% | +66.6% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling