-31.0%
TOST vs ROP
+0.5%
-31.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.2% |
| 7D | +3.0% | +0.2% | +2.8% | +2.8% |
| 30D | +10.3% | +30.3% | -20.1% | -13.3% |
| 3M | -3.3% | +17.8% | -21.0% | -17.1% |
| 6M | +37.8% | +38.9% | -1.1% | -0.2% |
| YTD | -2.8% | +7.6% | -10.4% | -9.6% |
| 1Y | -9.6% | +6.5% | -16.1% | -15.0% |
| 3Y | +144.6% | -6.3% | +150.9% | +149.9% |
| 5Y | -31.0% | +0.9% | -31.9% | -36.6% |
| All | -31.0% | +0.5% | -31.5% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling