+106.1%
TOST vs EXC
+28.8%
+77.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +11.6% | +1.4% | +10.3% | +11.6% |
| 30D | +16.2% | +11.6% | +4.6% | +15.8% |
| 3M | +1.0% | +2.7% | -1.6% | +0.8% |
| 6M | +23.2% | +2.7% | +20.5% | +22.9% |
| YTD | -1.0% | +9.7% | -10.7% | -2.0% |
| 1Y | -9.9% | +4.5% | -14.4% | -10.1% |
| All | +106.1% | +28.8% | +77.3% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling