+56.7%
TOST vs ARWR
+211.2%
-154.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -3.4% | +1.7% | -5.1% | -3.7% |
| 30D | -2.4% | -0.7% | -1.8% | -2.4% |
| 3M | +34.6% | +14.9% | +19.7% | +30.1% |
| 6M | +15.2% | +32.6% | -17.4% | +7.8% |
| YTD | -4.4% | +30.0% | -34.4% | -10.5% |
| 1Y | -17.4% | +208.4% | -225.8% | -36.6% |
| All | +56.7% | +211.2% | -154.6% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling