-31.0%
TOST vs ROL
+16.5%
-47.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +3.0% | +3.4% | -0.4% | +1.2% |
| 30D | +10.3% | +20.8% | -10.5% | -0.2% |
| 3M | -3.3% | +3.7% | -7.0% | -5.3% |
| 6M | +37.8% | -27.7% | +65.5% | +62.6% |
| YTD | -2.8% | -34.9% | +32.1% | +21.5% |
| 1Y | -9.6% | -33.3% | +23.7% | +11.2% |
| 3Y | +144.6% | +4.3% | +140.3% | +113.9% |
| 5Y | -31.0% | +15.0% | -45.9% | -45.8% |
| All | -31.0% | +16.5% | -47.4% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling