-5.5%
TOST vs ROL
-31.8%
+26.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.7% |
| 7D | 0.0% | +3.0% | -3.0% | -0.8% |
| 30D | +16.2% | +19.8% | -3.6% | +10.6% |
| 3M | -1.5% | +7.9% | -9.4% | -3.9% |
| 6M | +55.3% | -25.6% | +81.0% | +62.5% |
| YTD | -2.3% | -34.1% | +31.8% | +7.3% |
| 1Y | -5.5% | -31.4% | +25.9% | +3.1% |
| All | -5.5% | -31.8% | +26.3% | +3.1% |
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