+56.7%
TOST vs ROP
-16.7%
+73.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.6% | +2.6% |
| 7D | -3.4% | -4.4% | +1.0% | -0.3% |
| 30D | -2.4% | +3.2% | -5.7% | -5.0% |
| 3M | +34.6% | +23.1% | +11.6% | +13.8% |
| 6M | +15.2% | +13.3% | +1.9% | +4.2% |
| YTD | -4.4% | -7.9% | +3.5% | +0.4% |
| 1Y | -17.4% | -22.1% | +4.6% | -2.5% |
| All | +56.7% | -16.7% | +73.4% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling