-8.5%
TOST vs ARWR
+24.2%
-32.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +3.0% | -17.7% | +20.6% | +4.5% |
| 30D | +10.3% | -21.9% | +32.2% | +12.4% |
| 3M | -3.3% | -44.5% | +41.2% | +1.2% |
| 6M | +37.8% | -32.6% | +70.4% | +40.9% |
| YTD | -2.8% | -26.2% | +23.4% | -1.9% |
| All | -8.5% | +24.2% | -32.7% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling