+145.0%
AAPL vs TOST
-47.1%
+192.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +5.0% | +3.0% | +2.1% | +4.6% |
| 30D | +3.5% | +10.3% | -6.7% | +1.9% |
| 3M | +13.1% | -3.3% | +16.3% | +13.3% |
| 6M | +19.0% | +37.8% | -18.8% | +12.4% |
| YTD | +28.5% | -2.8% | +31.3% | +27.4% |
| 1Y | +29.7% | -9.6% | +39.3% | +29.9% |
| 3Y | +89.2% | +144.6% | -55.4% | +54.7% |
| 5Y | +141.2% | -31.0% | +172.2% | +107.2% |
| All | +145.0% | -47.1% | +192.1% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling