-44.4%
TOST vs ROP
+5.7%
-50.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +1.2% |
| 7D | +4.0% | -1.6% | +5.7% | +5.5% |
| 30D | +11.1% | +29.5% | -18.5% | -12.1% |
| 3M | +0.8% | +17.5% | -16.7% | -13.4% |
| 6M | +38.8% | +38.1% | +0.7% | +1.3% |
| YTD | -2.1% | +7.0% | -9.1% | -8.5% |
| 1Y | -6.0% | +6.5% | -12.5% | -11.8% |
| 3Y | +149.8% | -5.5% | +155.3% | +152.1% |
| 5Y | -42.8% | -0.4% | -42.4% | -47.9% |
| All | -44.4% | +5.7% | -50.1% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling