-45.7%
TOST vs ROL
+2.2%
-47.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.2% |
| 7D | -3.4% | -1.4% | -2.0% | -2.7% |
| 30D | -2.4% | -4.1% | +1.6% | -0.4% |
| 3M | +34.6% | -22.5% | +57.1% | +52.6% |
| 6M | +15.2% | -37.7% | +52.9% | +46.3% |
| YTD | -4.4% | -39.6% | +35.2% | +23.1% |
| 1Y | -17.4% | -36.0% | +18.6% | +2.3% |
| 3Y | +54.5% | -5.1% | +59.6% | +44.6% |
| All | -45.7% | +2.2% | -47.9% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling