+140.7%
AAPL vs TOST
-46.9%
+187.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -0.7% | +9.4% | -10.1% | -2.0% |
| 30D | +1.7% | +13.5% | -11.8% | -0.4% |
| 3M | +9.7% | -0.1% | +9.8% | +9.4% |
| 6M | +19.3% | +22.5% | -3.2% | +14.5% |
| YTD | +26.3% | -2.4% | +28.6% | +25.0% |
| 1Y | +27.4% | -4.7% | +32.1% | +26.4% |
| 3Y | +93.6% | +103.2% | -9.6% | +63.2% |
| 5Y | +131.7% | -41.2% | +172.9% | +101.1% |
| All | +140.7% | -46.9% | +187.5% | +110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling