+589.4%
APP vs TOST
+100.6%
+488.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.5% | +5.2% | +7.6% |
| 7D | +4.5% | +10.7% | -6.2% | -1.3% |
| 30D | -3.6% | +17.7% | -21.4% | -12.2% |
| 3M | -35.3% | +4.6% | -39.9% | -37.2% |
| 6M | -42.8% | +20.3% | -63.1% | -49.4% |
| YTD | -59.7% | -0.4% | -59.3% | -60.7% |
| 1Y | -55.4% | -0.8% | -54.6% | -56.6% |
| All | +589.4% | +100.6% | +488.7% | +402.9% |
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 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