-20.2%
ARM vs TOST
+20.0%
-40.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.6% | -12.5% | -13.1% |
| 7D | -27.1% | +11.6% | -38.7% | -26.5% |
| 30D | -44.9% | +16.2% | -61.1% | -44.4% |
| 3M | -39.3% | +1.0% | -40.3% | -39.0% |
| 6M | -20.2% | +23.2% | -43.4% | -19.6% |
| All | -20.2% | +20.0% | -40.2% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling