+141.9%
AAPL vs TOST
-46.1%
+188.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -1.4% | +11.6% | -13.0% | -3.0% |
| 30D | +3.2% | +16.2% | -13.1% | +0.7% |
| 3M | +10.8% | +1.0% | +9.7% | +10.3% |
| 6M | +21.3% | +23.2% | -1.9% | +16.4% |
| YTD | +26.9% | -1.0% | +27.9% | +25.4% |
| 1Y | +27.9% | -9.9% | +37.8% | +28.1% |
| 3Y | +97.5% | +101.0% | -3.6% | +66.8% |
| 5Y | +132.9% | -40.4% | +173.3% | +101.7% |
| All | +141.9% | -46.1% | +188.1% | +110.9% |
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