-43.4%
TOST vs ROIV
+283.1%
-326.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.1% | -0.6% | +4.3% |
| 7D | +10.7% | +3.0% | +7.7% | +10.1% |
| 30D | +17.7% | +6.8% | +10.9% | +16.1% |
| 3M | +4.6% | +10.5% | -5.9% | +1.8% |
| 6M | +20.3% | +34.8% | -14.5% | +11.7% |
| YTD | -0.4% | +76.2% | -76.6% | -13.1% |
| 1Y | -0.8% | +92.4% | -93.2% | -15.1% |
| 3Y | +102.2% | +312.0% | -209.7% | +46.4% |
| 5Y | -41.3% | +388.3% | -429.6% | -64.0% |
| All | -43.4% | +283.1% | -326.5% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling