-44.8%
TOST vs EXE
+87.6%
-132.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.4% |
| 7D | +3.0% | -2.2% | +5.2% | +3.5% |
| 30D | +10.3% | -0.3% | +10.6% | +10.1% |
| 3M | -3.3% | -9.3% | +6.0% | -0.9% |
| 6M | +37.8% | -7.2% | +45.0% | +39.7% |
| YTD | -2.8% | -18.9% | +16.1% | +2.1% |
| 1Y | -9.6% | -21.7% | +12.1% | -4.1% |
| 3Y | +144.6% | +21.0% | +123.7% | +122.4% |
| 5Y | -31.0% | +76.0% | -106.9% | -47.4% |
| All | -44.8% | +87.6% | -132.3% | -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