-40.6%
TOST vs ROIV
+378.2%
-418.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -2.7% |
| 7D | +9.4% | +5.3% | +4.1% | +8.1% |
| 30D | +13.5% | +11.9% | +1.6% | +10.6% |
| 3M | -0.1% | +10.7% | -10.9% | -3.2% |
| 6M | +22.5% | +34.9% | -12.4% | +12.8% |
| YTD | -2.4% | +79.2% | -81.5% | -16.4% |
| 1Y | -4.7% | +89.0% | -93.7% | -19.5% |
| 3Y | +103.2% | +337.3% | -234.1% | +40.0% |
| All | -40.6% | +378.2% | -418.8% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling