-43.4%
TOST vs AR
+122.8%
-166.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.3% | +11.7% | +7.0% |
| 7D | +10.7% | -11.1% | +21.9% | +13.8% |
| 30D | +17.7% | +7.9% | +9.8% | +14.9% |
| 3M | +4.6% | +4.9% | -0.3% | +2.5% |
| 6M | +20.3% | -5.3% | +25.6% | +20.5% |
| YTD | -0.4% | +8.6% | -9.0% | -4.8% |
| 1Y | -0.8% | +13.7% | -14.4% | -6.7% |
| 3Y | +102.2% | +22.8% | +79.5% | +81.5% |
| 5Y | -41.3% | +82.0% | -123.3% | -56.5% |
| All | -43.4% | +122.8% | -166.2% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling