-43.4%
TOST vs APD
+39.8%
-83.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +4.6% |
| 7D | +10.7% | +3.8% | +6.9% | +8.8% |
| 30D | +17.7% | +14.1% | +3.6% | +10.5% |
| 3M | +4.6% | +8.2% | -3.6% | +0.6% |
| 6M | +20.3% | +7.5% | +12.7% | +15.1% |
| YTD | -0.4% | +31.7% | -32.1% | -15.9% |
| 1Y | -0.8% | +35.1% | -35.8% | -18.4% |
| 3Y | +102.2% | +16.8% | +85.4% | +77.4% |
| 5Y | -41.3% | +19.4% | -60.7% | -56.8% |
| All | -43.4% | +39.8% | -83.2% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling