-25.5%
APP vs TOST
+20.0%
-45.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.6% | +31.6% | +31.4% |
| 7D | +39.7% | +11.6% | +28.1% | +31.6% |
| 30D | +27.7% | +16.2% | +11.5% | +17.6% |
| 3M | -14.8% | +1.0% | -15.8% | -16.0% |
| 6M | -25.5% | +23.2% | -48.7% | -33.9% |
| All | -25.5% | +20.0% | -45.6% | -33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling