-45.7%
TOST vs APA
+159.7%
-205.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.8% |
| 7D | -3.4% | +0.5% | -4.0% | -3.6% |
| 30D | -2.4% | +23.4% | -25.8% | -7.7% |
| 3M | +34.6% | +12.7% | +21.9% | +29.4% |
| 6M | +15.2% | +39.4% | -24.2% | +2.8% |
| YTD | -4.4% | +79.0% | -83.3% | -21.2% |
| 1Y | -17.4% | +88.8% | -106.2% | -33.8% |
| 3Y | +54.5% | +6.4% | +48.1% | +41.9% |
| All | -45.7% | +159.7% | -205.4% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling