-44.8%
TOST vs ARES
+112.6%
-157.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +3.0% | +8.1% | -5.2% | -2.7% |
| 30D | +10.3% | +18.9% | -8.7% | -2.8% |
| 3M | -3.3% | +2.3% | -5.6% | -5.5% |
| 6M | +37.8% | +12.7% | +25.1% | +23.0% |
| YTD | -2.8% | -10.8% | +8.0% | +1.2% |
| 1Y | -9.6% | -5.3% | -4.3% | -10.9% |
| 3Y | +144.6% | +42.0% | +102.6% | +52.8% |
| 5Y | -31.0% | +88.3% | -119.3% | -69.6% |
| All | -44.8% | +112.6% | -157.4% | -78.6% |
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