+261.2%
ARM vs TOST
+100.6%
+160.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.5% | -10.8% | -7.2% |
| 7D | -18.7% | +10.7% | -29.4% | -21.9% |
| 30D | -36.7% | +17.7% | -54.4% | -40.7% |
| 3M | -31.6% | +4.6% | -36.3% | -33.7% |
| 6M | -5.6% | +20.3% | -25.9% | -14.9% |
| YTD | +75.5% | -0.4% | +75.9% | +69.5% |
| 1Y | +19.3% | -0.8% | +20.1% | +14.6% |
| All | +261.2% | +100.6% | +160.6% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 3y: compounded portfolio wealth divided by compounded TOST 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…
3y analysis · Full analysis span regression · 6 months rolling