+142.7%
TOST vs APTV
-48.7%
+191.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.2% |
| 7D | -4.7% | -5.0% | +0.3% | -3.0% |
| 30D | +8.5% | -12.3% | +20.8% | +13.3% |
| 3M | -1.6% | -19.9% | +18.4% | +5.7% |
| 6M | +44.1% | -29.4% | +73.5% | +56.7% |
| YTD | -5.6% | -49.0% | +43.4% | +15.8% |
| 1Y | -12.6% | -53.1% | +40.5% | +11.4% |
| All | +142.7% | -48.7% | +191.4% | +178.9% |
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 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