-45.7%
TOST vs AR
+134.6%
-180.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -3.4% | +2.5% | -5.9% | -4.1% |
| 30D | -2.4% | +14.8% | -17.2% | -6.0% |
| 3M | +34.6% | +6.2% | +28.4% | +31.8% |
| 6M | +15.2% | +4.3% | +10.9% | +12.7% |
| YTD | -4.4% | +14.4% | -18.8% | -9.2% |
| 1Y | -17.4% | +21.3% | -38.8% | -23.6% |
| 3Y | +54.5% | +39.8% | +14.7% | +34.3% |
| All | -45.7% | +134.6% | -180.3% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling