-8.9%
TOST vs ROL
-32.4%
+23.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.3% |
| 7D | +4.0% | +7.5% | -3.5% | +1.9% |
| 30D | +11.1% | +21.1% | -10.1% | +5.5% |
| 3M | +0.8% | +3.1% | -2.3% | -0.7% |
| 6M | +38.8% | -27.4% | +66.2% | +47.3% |
| YTD | -2.1% | -34.7% | +32.6% | +7.9% |
| All | -8.9% | -32.4% | +23.5% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling