-40.6%
TOST vs ROST
+103.5%
-144.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.3% |
| 7D | +9.4% | +1.2% | +8.2% | +8.6% |
| 30D | +13.5% | +2.5% | +11.0% | +11.5% |
| 3M | -0.1% | -9.0% | +8.8% | +5.5% |
| 6M | +22.5% | +1.3% | +21.1% | +19.3% |
| YTD | -2.4% | +29.1% | -31.4% | -20.3% |
| 1Y | -4.7% | +45.4% | -50.1% | -28.6% |
| 3Y | +103.2% | +94.9% | +8.4% | +18.4% |
| All | -40.6% | +103.5% | -144.1% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling