-40.6%
TOST vs ARES
+83.4%
-123.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +9.4% | +4.5% | +4.9% | +6.0% |
| 30D | +13.5% | +15.7% | -2.3% | +2.1% |
| 3M | -0.1% | -2.0% | +1.9% | +0.7% |
| 6M | +22.5% | +10.4% | +12.1% | +10.5% |
| YTD | -2.4% | -14.2% | +11.9% | +4.7% |
| 1Y | -4.7% | -7.8% | +3.1% | -4.4% |
| 3Y | +103.2% | +41.4% | +61.8% | +25.8% |
| All | -40.6% | +83.4% | -123.9% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling