+103.2%
TOST vs ARWR
+105.6%
-2.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.6% |
| 7D | +9.4% | -2.9% | +12.3% | +9.9% |
| 30D | +13.5% | -5.4% | +18.9% | +14.5% |
| 3M | -0.1% | -32.2% | +32.1% | +6.2% |
| 6M | +22.5% | -26.5% | +49.0% | +27.5% |
| YTD | -2.4% | -12.4% | +10.0% | -2.3% |
| 1Y | -4.7% | +46.9% | -51.6% | -14.7% |
| 3Y | +103.2% | +116.0% | -12.7% | +53.0% |
| All | +103.2% | +105.6% | -2.4% | +53.0% |
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