Portfolio return attribution

Return factor return attribution for a portfolio with explained return, residual/unexplained return, and compact contribution rows.

post/v1/portfolio/attribution

Request

  • Base URL: https://api.turos.app
  • URL: https://api.turos.app/v1/portfolio/attribution
  • Auth: one of:
    • API key in header x-api-key
    • HTTP bearer

Query parameters

response_mode'compact' | 'standard' | 'verbose'

Response projection. compact is token-efficient for agents; standard returns the full operational shape; verbose preserves full trust metadata and drill-down context.

includestring

Comma-separated compact-mode expansions such as trust, metadata, series, diagnostics, exposures, position_views, position_exposures, optimizer_candidates, or drilldown. Use trust when an agent or report needs provenance, freshness, source-rights, methodology, revision, and degraded-state metadata; use diagnostics for regression details such as rSquared and tStat where supported.

Request body

countrystring
lookbackstring
windowstring
frequency'daily' | 'weekly' | 'monthly' | 'quarterly' | 'annual'
exportFormat'json' | 'csv' | 'both'
categorystring
keysstring[]
mode'factor' | 'brinson'
benchmark'SPY' | 'ACWX' | 'QQQ' | 'IWM' | 'SIXTY_FORTY'

Response

Successful response

dataAsOfstring
freshnessStatus'fresh' | 'stale' | 'degraded' | 'unknown'
methodologyVersionstring
materializationVersionstring
object'portfolio_attribution' required
responseMode'compact' | 'standard' | 'verbose'

Projection used for this resource. compact is token-efficient for agents; standard and verbose retain fuller operational context.

idstring required
analysisIdstring required
asOfstring date-time required
countrystring required
windowstring required
lookbackstring required
frequency'daily' | 'weekly' | 'monthly' | 'quarterly' | 'annual' required
portfolioReturnnumber nullable required
totalExplainednumber required
alphanumber nullable required
rSquarednumber nullable required
returnPointCountinteger
rollingBetaCountinteger
rollingBetasUnavailableReasonstring nullable
disclosuresstring[]

Short product/legal disclosures for research-scenario outputs.

summaryMdstring required
requestIdstring
traceparentstring

Changes

No recorded changes to this operation across all 1 revision of this API.