-40.6%
TOST vs APTV
-77.0%
+36.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | +0.6% |
| 7D | +9.4% | -10.2% | +19.7% | +16.0% |
| 30D | +13.5% | -10.8% | +24.3% | +20.7% |
| 3M | -0.1% | -14.8% | +14.7% | +8.3% |
| 6M | +22.5% | -30.6% | +53.0% | +42.8% |
| YTD | -2.4% | -48.2% | +45.8% | +33.8% |
| 1Y | -4.7% | -52.0% | +47.3% | +37.3% |
| 3Y | +103.2% | -47.0% | +150.2% | +153.3% |
| All | -40.6% | -77.0% | +36.4% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling