+149.8%
TOST vs ARWR
+79.9%
+69.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -15.3% | +15.6% | +2.8% |
| 7D | +4.0% | -17.3% | +21.4% | +7.0% |
| 30D | +11.1% | -21.5% | +32.6% | +15.2% |
| 3M | +0.8% | -43.8% | +44.7% | +10.2% |
| 6M | +38.8% | -32.3% | +71.1% | +45.5% |
| YTD | -2.1% | -25.8% | +23.7% | +0.4% |
| 1Y | -6.0% | +25.5% | -31.5% | -13.8% |
| 3Y | +149.8% | +84.1% | +65.6% | +94.9% |
| All | +149.8% | +79.9% | +69.9% | +94.9% |
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