-46.4%
TOST vs ARWR
-24.5%
-21.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -0.3% |
| 7D | -4.7% | -17.9% | +13.3% | +0.8% |
| 30D | +8.5% | -18.9% | +27.4% | +15.0% |
| 3M | -1.6% | -46.0% | +44.4% | +17.8% |
| 6M | +44.1% | -40.3% | +84.5% | +63.9% |
| YTD | -5.6% | -29.0% | +23.4% | -0.2% |
| 1Y | -12.6% | +13.8% | -26.4% | -23.7% |
| 3Y | +137.6% | +74.9% | +62.7% | +45.9% |
| 5Y | -30.4% | -36.2% | +5.9% | -30.7% |
| All | -46.4% | -24.5% | -21.9% | -50.5% |
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