+313.2%
APP vs TOST
-36.3%
+349.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.1% |
| 7D | +61.1% | +3.0% | +58.1% | +58.4% |
| 30D | +42.8% | +10.3% | +32.5% | +34.6% |
| 3M | +16.7% | -3.3% | +19.9% | +18.3% |
| 6M | -15.6% | +37.8% | -53.4% | -31.0% |
| YTD | -41.3% | -2.8% | -38.5% | -41.5% |
| 1Y | -39.3% | -9.6% | -29.7% | -37.0% |
| 3Y | +803.2% | +144.6% | +658.5% | +402.1% |
| 5Y | +313.2% | -31.0% | +344.1% | +214.9% |
| All | +313.2% | -36.3% | +349.4% | +214.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling