-46.7%
TOST vs APTV
-68.3%
+21.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | +0.7% |
| 7D | -0.9% | +2.0% | -2.9% | -2.1% |
| 30D | -3.5% | -7.7% | +4.3% | +0.8% |
| 3M | +38.1% | -34.0% | +72.1% | +71.3% |
| 6M | +9.9% | -37.1% | +47.0% | +37.0% |
| YTD | -6.3% | -39.9% | +33.6% | +18.5% |
| 1Y | -18.3% | -44.4% | +26.1% | +8.8% |
| 3Y | +59.7% | -54.5% | +114.2% | +133.9% |
| All | -46.7% | -68.3% | +21.5% | +9.9% |
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