-44.8%
TOST vs APTV
-72.6%
+27.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.2% |
| 7D | +3.0% | -4.3% | +7.2% | +5.4% |
| 30D | +10.3% | -9.7% | +19.9% | +16.4% |
| 3M | -3.3% | -20.6% | +17.3% | +9.3% |
| 6M | +37.8% | -31.7% | +69.5% | +62.5% |
| YTD | -2.8% | -48.0% | +45.2% | +32.5% |
| 1Y | -9.6% | -52.1% | +42.5% | +30.1% |
| 3Y | +144.6% | -47.9% | +192.5% | +208.5% |
| 5Y | -31.0% | -76.9% | +45.9% | +60.9% |
| All | -44.8% | -72.6% | +27.8% | +23.0% |
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