-40.6%
TOST vs ROP
+1.1%
-41.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.5% |
| 3M | -0.1% | +20.0% | -20.2% | -16.0% |
| 6M | +22.5% | +36.4% | -13.9% | -9.5% |
| YTD | -2.4% | +7.8% | -10.2% | -9.4% |
| 1Y | -4.7% | +8.0% | -12.7% | -11.7% |
| 3Y | +103.2% | -3.5% | +106.7% | +99.9% |
| All | -40.6% | +1.1% | -41.7% | -44.5% |
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 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