-29.5%
TOST vs EXE
+76.5%
-106.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -3.6% | +1.5% | -5.1% | -4.0% |
| 30D | +8.9% | -0.2% | +9.1% | +8.7% |
| 3M | -2.2% | -9.2% | +7.0% | +0.1% |
| 6M | +41.0% | -7.2% | +48.2% | +42.8% |
| YTD | -4.0% | -18.3% | +14.3% | +0.4% |
| 1Y | -9.6% | -23.6% | +14.0% | -3.4% |
| 3Y | +141.7% | +21.9% | +119.7% | +120.5% |
| 5Y | -29.5% | +73.7% | -103.1% | -43.1% |
| All | -29.5% | +76.5% | -106.0% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling