-45.7%
TOST vs ROP
-8.9%
-36.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.6% | +3.3% |
| 7D | -3.4% | -4.4% | +1.0% | +0.5% |
| 30D | -2.4% | +3.2% | -5.7% | -5.6% |
| 3M | +34.6% | +23.1% | +11.6% | +9.1% |
| 6M | +15.2% | +13.3% | +1.9% | +1.4% |
| YTD | -4.4% | -7.9% | +3.5% | +2.4% |
| 1Y | -17.4% | -22.1% | +4.6% | +3.8% |
| 3Y | +54.5% | -16.8% | +71.3% | +74.1% |
| All | -45.7% | -8.9% | -36.7% | -47.5% |
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 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