-45.7%
TOST vs EXE
+108.8%
-154.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.4% |
| 7D | -3.4% | -0.3% | -3.2% | -3.4% |
| 30D | -2.4% | +8.5% | -10.9% | -4.8% |
| 3M | +34.6% | +5.5% | +29.2% | +31.9% |
| 6M | +15.2% | -5.9% | +21.1% | +16.6% |
| YTD | -4.4% | -9.7% | +5.3% | -2.4% |
| 1Y | -17.4% | +3.6% | -21.0% | -20.0% |
| 3Y | +54.5% | +18.0% | +36.4% | +42.5% |
| All | -45.7% | +108.8% | -154.5% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling