-44.5%
TOST vs EXE
+90.0%
-134.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.2% |
| 7D | 0.0% | +5.3% | -5.3% | -1.5% |
| 30D | +16.2% | -2.2% | +18.4% | +16.7% |
| 3M | -1.5% | -5.9% | +4.4% | -0.1% |
| 6M | +55.3% | -5.7% | +61.0% | +56.6% |
| YTD | -2.3% | -17.8% | +15.5% | +2.2% |
| 1Y | -5.5% | -23.1% | +17.6% | +1.0% |
| 3Y | +151.1% | +21.2% | +129.9% | +128.3% |
| 5Y | -27.9% | +78.8% | -106.8% | -45.3% |
| All | -44.5% | +90.0% | -134.6% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling