+144.6%
TOST vs APA
+37.8%
+106.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +3.0% | -5.5% | +8.5% | +3.6% |
| 30D | +10.3% | -1.2% | +11.4% | +9.9% |
| 3M | -3.3% | +10.6% | -13.8% | -5.4% |
| 6M | +37.8% | +28.4% | +9.4% | +30.5% |
| YTD | -2.8% | +89.7% | -92.5% | -17.2% |
| 1Y | -9.6% | +90.6% | -100.2% | -23.2% |
| 3Y | +144.6% | +36.9% | +107.8% | +115.7% |
| All | +144.6% | +37.8% | +106.8% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling