-44.5%
TOST vs ROP
+6.8%
-51.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | +1.2% |
| 7D | +9.4% | +2.1% | +7.3% | +7.5% |
| 30D | +13.5% | +32.9% | -19.4% | -12.2% |
| 3M | -0.1% | +20.3% | -20.5% | -16.0% |
| 6M | +22.5% | +36.8% | -14.3% | -9.3% |
| YTD | -2.4% | +8.1% | -10.5% | -9.6% |
| 1Y | -4.7% | +8.3% | -13.0% | -11.8% |
| 3Y | +103.2% | -3.2% | +106.5% | +99.9% |
| 5Y | -41.2% | +1.7% | -43.0% | -47.0% |
| All | -44.5% | +6.8% | -51.4% | -53.6% |
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