-5.5%
TOST vs EXC
+3.6%
-9.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.7% |
| 7D | 0.0% | +1.4% | -1.4% | +0.3% |
| 30D | +16.2% | +8.6% | +7.6% | +18.4% |
| 3M | -1.5% | +2.4% | -3.9% | -1.6% |
| 6M | +55.3% | +6.5% | +48.8% | +57.8% |
| YTD | -2.3% | +9.0% | -11.4% | +2.0% |
| 1Y | -5.5% | +4.6% | -10.1% | -1.4% |
| All | -5.5% | +3.6% | -9.2% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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