-45.4%
TOST vs APA
+185.3%
-230.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -2.0% |
| 7D | -3.6% | +5.1% | -8.6% | -4.7% |
| 30D | +8.9% | +0.3% | +8.6% | +8.2% |
| 3M | -2.2% | +15.6% | -17.9% | -6.6% |
| 6M | +41.0% | +28.9% | +12.1% | +29.7% |
| YTD | -4.0% | +96.6% | -100.5% | -23.2% |
| 1Y | -9.6% | +95.5% | -105.1% | -27.8% |
| 3Y | +141.7% | +41.8% | +99.9% | +102.0% |
| 5Y | -29.5% | +85.4% | -114.9% | -48.9% |
| All | -45.4% | +185.3% | -230.7% | -61.5% |
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