-9.6%
TOST vs ARES
-6.8%
-2.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +3.0% | +8.1% | -5.2% | -0.1% |
| 30D | +10.3% | +18.9% | -8.7% | +3.2% |
| 3M | -3.3% | +2.3% | -5.6% | -4.7% |
| 6M | +37.8% | +12.7% | +25.1% | +30.6% |
| YTD | -2.8% | -10.8% | +8.0% | +1.3% |
| 1Y | -9.6% | -5.3% | -4.3% | -9.8% |
| All | -9.6% | -6.8% | -2.8% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling