+106.1%
TOST vs ROIV
+290.8%
-184.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.4% |
| 7D | +11.6% | -2.4% | +14.0% | +12.2% |
| 30D | +16.2% | +3.1% | +13.2% | +15.2% |
| 3M | +1.0% | +5.8% | -4.8% | -1.4% |
| 6M | +23.2% | +29.3% | -6.1% | +12.1% |
| YTD | -1.0% | +68.8% | -69.7% | -18.3% |
| 1Y | -9.9% | +81.0% | -90.9% | -28.0% |
| All | +106.1% | +290.8% | -184.7% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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