-44.8%
TOST vs EXEL
+247.2%
-291.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +3.0% | -2.4% | +5.3% | +3.7% |
| 30D | +10.3% | +17.9% | -7.7% | +4.4% |
| 3M | -3.3% | +33.3% | -36.5% | -12.2% |
| 6M | +37.8% | +46.6% | -8.7% | +20.5% |
| YTD | -2.8% | +61.0% | -63.8% | -18.8% |
| 1Y | -9.6% | +70.4% | -80.0% | -26.2% |
| 3Y | +144.6% | +236.1% | -91.4% | +35.3% |
| 5Y | -31.0% | +284.8% | -315.8% | -66.9% |
| All | -44.8% | +247.2% | -291.9% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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