-43.8%
TOST vs ARES
+103.9%
-147.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +1.0% |
| 7D | +11.6% | +4.9% | +6.7% | +7.8% |
| 30D | +16.2% | +13.6% | +2.7% | +6.0% |
| 3M | +1.0% | -3.3% | +4.4% | +2.9% |
| 6M | +23.2% | +11.0% | +12.2% | +10.7% |
| YTD | -1.0% | -14.4% | +13.4% | +6.3% |
| 1Y | -9.9% | -9.1% | -0.8% | -8.4% |
| 3Y | +101.0% | +37.1% | +63.9% | +28.5% |
| 5Y | -40.4% | +83.3% | -123.7% | -73.2% |
| All | -43.8% | +103.9% | -147.7% | -77.5% |
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