-45.4%
TOST vs APD
+39.1%
-84.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.7% |
| 7D | -3.6% | -1.2% | -2.4% | -3.1% |
| 30D | +8.9% | +11.0% | -2.2% | +3.5% |
| 3M | -2.2% | +2.6% | -4.8% | -3.5% |
| 6M | +41.0% | +4.8% | +36.1% | +36.9% |
| YTD | -4.0% | +31.0% | -35.0% | -18.7% |
| 1Y | -9.6% | +23.4% | -33.0% | -21.0% |
| 3Y | +141.7% | +28.4% | +113.3% | +98.4% |
| 5Y | -29.5% | +15.2% | -44.7% | -46.9% |
| All | -45.4% | +39.1% | -84.6% | -70.0% |
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