+151.1%
TOST vs IYR
+41.7%
+109.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | 0.0% | +0.6% | -0.6% | -0.6% |
| 30D | +16.2% | +6.6% | +9.6% | +9.0% |
| 3M | -1.5% | -1.8% | +0.3% | +0.4% |
| 6M | +55.3% | +1.4% | +53.9% | +52.4% |
| YTD | -2.3% | +10.5% | -12.9% | -13.5% |
| 1Y | -5.5% | +10.6% | -16.2% | -16.4% |
| 3Y | +151.1% | +41.8% | +109.3% | +67.9% |
| All | +151.1% | +41.7% | +109.4% | +67.9% |
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