-30.4%
TOST vs ARES
+81.3%
-111.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | +0.7% |
| 7D | -4.7% | -0.3% | -4.3% | -4.6% |
| 30D | +8.5% | +15.3% | -6.8% | -2.1% |
| 3M | -1.6% | -5.4% | +3.8% | +1.8% |
| 6M | +44.1% | +10.0% | +34.1% | +30.7% |
| YTD | -5.6% | -14.7% | +9.1% | +1.4% |
| 1Y | -12.6% | -9.7% | -2.9% | -10.9% |
| 3Y | +137.6% | +35.8% | +101.7% | +53.3% |
| 5Y | -30.4% | +80.9% | -111.2% | -69.6% |
| All | -30.4% | +81.3% | -111.7% | -69.6% |
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 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