-44.5%
TOST vs APA
+172.4%
-216.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.0% |
| 7D | +9.4% | -15.5% | +24.9% | +13.4% |
| 30D | +13.5% | +2.4% | +11.1% | +12.1% |
| 3M | -0.1% | +22.8% | -22.9% | -6.1% |
| 6M | +22.5% | +17.9% | +4.5% | +15.2% |
| YTD | -2.4% | +87.7% | -90.0% | -21.1% |
| 1Y | -4.7% | +94.2% | -98.9% | -24.0% |
| 3Y | +103.2% | +27.2% | +76.0% | +75.6% |
| 5Y | -41.2% | +74.1% | -115.4% | -56.7% |
| All | -44.5% | +172.4% | -216.9% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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