-44.4%
TOST vs APTV
-72.3%
+28.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.4% |
| 7D | +4.0% | -9.8% | +13.8% | +9.9% |
| 30D | +11.1% | -8.9% | +19.9% | +16.7% |
| 3M | +0.8% | -19.5% | +20.3% | +13.1% |
| 6M | +38.8% | -31.1% | +69.9% | +62.9% |
| YTD | -2.1% | -47.5% | +45.5% | +32.9% |
| 1Y | -6.0% | -52.3% | +46.3% | +35.8% |
| 3Y | +149.8% | -45.2% | +195.0% | +202.4% |
| 5Y | -42.8% | -76.9% | +34.1% | +33.2% |
| All | -44.4% | -72.3% | +28.0% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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