-40.6%
TOST vs ARWR
-28.9%
-11.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.8% |
| 7D | +9.4% | -2.9% | +12.3% | +10.4% |
| 30D | +13.5% | -5.4% | +18.9% | +15.3% |
| 3M | -0.1% | -32.2% | +32.1% | +11.8% |
| 6M | +22.5% | -26.5% | +49.0% | +31.2% |
| YTD | -2.4% | -12.4% | +10.0% | -2.7% |
| 1Y | -4.7% | +46.9% | -51.6% | -22.7% |
| 3Y | +103.2% | +116.0% | -12.7% | +18.5% |
| All | -40.6% | -28.9% | -11.6% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling