-4.7%
TOST vs ROP
+8.5%
-13.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | +0.6% |
| 7D | +9.4% | +2.1% | +7.3% | +8.0% |
| 30D | +13.5% | +32.9% | -19.4% | -6.9% |
| 3M | -0.1% | +20.3% | -20.5% | -12.4% |
| 6M | +22.5% | +36.8% | -14.3% | -3.3% |
| YTD | -2.4% | +8.1% | -10.5% | -3.3% |
| 1Y | -4.7% | +8.3% | -13.0% | -5.9% |
| All | -4.7% | +8.5% | -13.2% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling