-44.5%
TOST vs APD
+39.7%
-84.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | 0.0% | +3.8% | -3.8% | -1.8% |
| 30D | +16.2% | +8.2% | +8.0% | +11.8% |
| 3M | -1.5% | +4.3% | -5.8% | -3.6% |
| 6M | +55.3% | +4.7% | +50.6% | +51.0% |
| YTD | -2.3% | +31.5% | -33.9% | -17.5% |
| 1Y | -5.5% | +23.5% | -29.1% | -17.4% |
| 3Y | +151.1% | +29.1% | +122.0% | +105.5% |
| 5Y | -27.9% | +15.9% | -43.8% | -46.0% |
| All | -44.5% | +39.7% | -84.2% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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