+103.2%
TOST vs APTV
-49.5%
+152.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.2% |
| 7D | +9.4% | -10.2% | +19.7% | +13.4% |
| 30D | +13.5% | -10.8% | +24.3% | +17.9% |
| 3M | -0.1% | -14.8% | +14.7% | +5.0% |
| 6M | +22.5% | -30.6% | +53.0% | +34.5% |
| YTD | -2.4% | -48.2% | +45.8% | +19.7% |
| 1Y | -4.7% | -52.0% | +47.3% | +21.0% |
| 3Y | +103.2% | -47.0% | +150.2% | +118.6% |
| All | +103.2% | -49.5% | +152.7% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling