+143.3%
AAPL vs TOST
-27.7%
+171.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.2% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | +4.0% | +16.2% | -12.2% | +1.4% |
| 3M | +16.8% | -1.5% | +18.3% | +16.8% |
| 6M | +19.4% | +55.3% | -35.9% | +10.4% |
| YTD | +31.5% | -2.3% | +33.8% | +30.1% |
| 1Y | +31.0% | -5.5% | +36.5% | +30.2% |
| 3Y | +95.3% | +151.1% | -55.8% | +57.2% |
| All | +143.3% | -27.7% | +171.1% | +110.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling