+15.2%
TOST vs AR
+6.9%
+8.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | 0.0% |
| 7D | -3.4% | +2.5% | -5.9% | -3.2% |
| 30D | -2.4% | +14.8% | -17.2% | -1.4% |
| 3M | +34.6% | +6.2% | +28.4% | +36.3% |
| 6M | +15.2% | +4.3% | +10.9% | +15.9% |
| All | +15.2% | +6.9% | +8.3% | +15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling