-45.7%
TOST vs ARES
+111.5%
-157.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.8% |
| 7D | -3.4% | -1.7% | -1.7% | -2.3% |
| 30D | -2.4% | +0.3% | -2.7% | -3.0% |
| 3M | +34.6% | +8.5% | +26.1% | +24.3% |
| 6M | +15.2% | +23.5% | -8.3% | -5.7% |
| YTD | -4.4% | -11.2% | +6.8% | +0.2% |
| 1Y | -17.4% | -19.3% | +1.9% | -7.8% |
| 3Y | +54.5% | +48.7% | +5.8% | -8.1% |
| All | -45.7% | +111.5% | -157.2% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling