-44.5%
TOST vs ARWR
-23.5%
-21.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.1% | +3.0% |
| 7D | 0.0% | -17.8% | +17.9% | +5.7% |
| 30D | +16.2% | -18.1% | +34.3% | +22.8% |
| 3M | -1.5% | -44.2% | +42.6% | +16.7% |
| 6M | +55.3% | -38.6% | +94.0% | +75.0% |
| YTD | -2.3% | -28.0% | +25.7% | +2.8% |
| 1Y | -5.5% | +16.1% | -21.7% | -18.0% |
| 3Y | +151.1% | +84.0% | +67.1% | +50.5% |
| 5Y | -27.9% | -35.4% | +7.4% | -28.6% |
| All | -44.5% | -23.5% | -21.0% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling