-27.7%
TOST vs APA
+94.1%
-121.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.8% | +3.1% |
| 7D | 0.0% | +8.5% | -8.5% | -1.9% |
| 30D | +16.2% | +2.8% | +13.4% | +14.8% |
| 3M | -1.5% | +21.7% | -23.2% | -7.1% |
| 6M | +55.3% | +32.6% | +22.7% | +41.9% |
| YTD | -2.3% | +103.7% | -106.0% | -22.9% |
| 1Y | -5.5% | +101.8% | -107.3% | -25.3% |
| 3Y | +151.1% | +48.1% | +103.1% | +107.2% |
| All | -27.7% | +94.1% | -121.8% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling