+106.1%
TOST vs ARWR
+103.1%
+3.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.2% | +0.6% |
| 7D | +11.6% | -5.0% | +16.6% | +12.6% |
| 30D | +16.2% | -6.6% | +22.9% | +17.5% |
| 3M | +1.0% | -33.9% | +34.9% | +7.9% |
| 6M | +23.2% | -23.3% | +46.5% | +27.2% |
| YTD | -1.0% | -13.5% | +12.5% | -0.7% |
| 1Y | -9.9% | +42.5% | -52.4% | -18.9% |
| All | +106.1% | +103.1% | +3.0% | +55.4% |
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