-44.5%
TOST vs ARES
+105.3%
-149.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +2.8% |
| 7D | 0.0% | +0.5% | -0.4% | -0.4% |
| 30D | +16.2% | +19.7% | -3.5% | +2.0% |
| 3M | -1.5% | -9.0% | +7.4% | +4.8% |
| 6M | +55.3% | +11.5% | +43.8% | +39.4% |
| YTD | -2.3% | -13.8% | +11.5% | +4.2% |
| 1Y | -5.5% | -5.6% | +0.1% | -7.1% |
| 3Y | +151.1% | +36.1% | +115.0% | +62.1% |
| 5Y | -27.9% | +82.7% | -110.6% | -67.6% |
| All | -44.5% | +105.3% | -149.8% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling