-9.6%
TOST vs APTV
-52.9%
+43.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | +3.0% | -4.3% | +7.2% | +3.7% |
| 30D | +10.3% | -9.7% | +19.9% | +12.1% |
| 3M | -3.3% | -20.6% | +17.3% | 0.0% |
| 6M | +37.8% | -31.7% | +69.5% | +42.2% |
| YTD | -2.8% | -48.0% | +45.2% | +3.4% |
| 1Y | -9.6% | -52.1% | +42.5% | +1.4% |
| All | -9.6% | -52.9% | +43.3% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling