-46.4%
TOST vs EXE
+87.3%
-133.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -4.7% | +2.9% | -7.5% | -5.4% |
| 30D | +8.5% | -4.9% | +13.5% | +9.9% |
| 3M | -1.6% | -8.3% | +6.7% | +0.5% |
| 6M | +44.1% | -7.8% | +52.0% | +46.4% |
| YTD | -5.6% | -19.0% | +13.4% | -0.8% |
| 1Y | -12.6% | -24.8% | +12.3% | -5.9% |
| 3Y | +137.6% | +20.8% | +116.8% | +116.0% |
| 5Y | -30.4% | +76.2% | -106.5% | -46.9% |
| All | -46.4% | +87.3% | -133.6% | -58.2% |
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