-5.5%
TOST vs AR
+11.3%
-16.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | 0.0% | +7.4% | -7.3% | +0.3% |
| 30D | +16.2% | +5.8% | +10.4% | +15.9% |
| 3M | -1.5% | +5.2% | -6.7% | -1.8% |
| 6M | +55.3% | +5.4% | +49.9% | +55.3% |
| YTD | -2.3% | +12.4% | -14.8% | -4.0% |
| 1Y | -5.5% | +12.8% | -18.3% | -7.3% |
| All | -5.5% | +11.3% | -16.9% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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