-40.4%
TOST vs APD
+15.3%
-55.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.8% |
| 7D | +11.6% | -0.7% | +12.3% | +12.0% |
| 30D | +16.2% | +10.1% | +6.1% | +10.9% |
| 3M | +1.0% | +4.9% | -3.8% | -1.4% |
| 6M | +23.2% | +2.5% | +20.7% | +20.9% |
| YTD | -1.0% | +27.8% | -28.8% | -15.2% |
| 1Y | -9.9% | +32.9% | -42.8% | -25.4% |
| 3Y | +101.0% | +13.4% | +87.7% | +79.0% |
| 5Y | -40.4% | +12.8% | -53.2% | -55.4% |
| All | -40.4% | +15.3% | -55.7% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling