-43.8%
TOST vs ROP
+9.8%
-53.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | +11.6% | +9.2% | +2.4% | +3.4% |
| 30D | +16.2% | +35.5% | -19.3% | -11.5% |
| 3M | +1.0% | +24.4% | -23.4% | -17.5% |
| 6M | +23.2% | +38.0% | -14.8% | -9.3% |
| YTD | -1.0% | +11.1% | -12.1% | -10.4% |
| 1Y | -9.9% | +10.9% | -20.8% | -18.3% |
| 3Y | +101.0% | -0.5% | +101.5% | +92.9% |
| 5Y | -40.4% | +4.5% | -44.9% | -47.5% |
| All | -43.8% | +9.8% | -53.5% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling