-5.5%
TOST vs ROP
+6.9%
-12.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.0% | +3.2% |
| 7D | 0.0% | +0.7% | -0.7% | -0.5% |
| 30D | +16.2% | +28.8% | -12.6% | -2.3% |
| 3M | -1.5% | +21.1% | -22.6% | -13.8% |
| 6M | +55.3% | +52.5% | +2.8% | +10.9% |
| YTD | -2.3% | +8.9% | -11.2% | -3.9% |
| 1Y | -5.5% | +8.2% | -13.8% | -6.5% |
| All | -5.5% | +6.9% | -12.4% | -6.5% |
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