+803.3%
APP vs TOST
+99.4%
+703.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.6% | +31.6% | +31.4% |
| 7D | +39.7% | +11.6% | +28.1% | +31.2% |
| 30D | +27.7% | +16.2% | +11.5% | +17.1% |
| 3M | -14.8% | +1.0% | -15.8% | -15.7% |
| 6M | -25.5% | +23.2% | -48.7% | -35.0% |
| YTD | -47.2% | -1.0% | -46.2% | -48.3% |
| 1Y | -42.3% | -9.9% | -32.4% | -40.9% |
| All | +803.3% | +99.4% | +703.9% | +560.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling