+435.3%
APP vs TOST
-46.9%
+482.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.4% | +11.3% | +10.6% |
| 7D | +71.2% | +9.4% | +61.8% | +62.6% |
| 30D | +39.1% | +13.5% | +25.6% | +29.2% |
| 3M | +16.5% | -0.1% | +16.7% | +15.9% |
| 6M | -16.6% | +22.5% | -39.0% | -26.9% |
| YTD | -41.9% | -2.4% | -39.6% | -42.2% |
| 1Y | -37.0% | -4.7% | -32.3% | -36.6% |
| 3Y | +892.4% | +103.2% | +789.2% | +525.9% |
| 5Y | +297.3% | -41.2% | +338.5% | +217.8% |
| All | +435.3% | -46.9% | +482.2% | +340.1% |
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