-4.7%
TOST vs ROST
+43.6%
-48.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.0% |
| 7D | +9.4% | +1.2% | +8.2% | +9.2% |
| 30D | +13.5% | +2.5% | +11.0% | +13.0% |
| 3M | -0.1% | -9.0% | +8.8% | +1.0% |
| 6M | +22.5% | +1.3% | +21.1% | +22.6% |
| YTD | -2.4% | +29.1% | -31.4% | -9.4% |
| 1Y | -4.7% | +45.4% | -50.1% | -18.0% |
| All | -4.7% | +43.6% | -48.3% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling