+103.2%
TOST vs ROIV
+314.9%
-211.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -2.9% |
| 7D | +9.4% | +5.3% | +4.1% | +8.0% |
| 30D | +13.5% | +11.9% | +1.6% | +10.3% |
| 3M | -0.1% | +10.7% | -10.9% | -3.6% |
| 6M | +22.5% | +34.9% | -12.4% | +10.5% |
| YTD | -2.4% | +79.2% | -81.5% | -20.6% |
| 1Y | -4.7% | +89.0% | -93.7% | -24.4% |
| 3Y | +103.2% | +337.3% | -234.1% | -1.6% |
| All | +103.2% | +314.9% | -211.7% | -1.6% |
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