-46.4%
TOST vs EXEL
+243.5%
-289.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | -4.7% | +1.6% | -6.3% | -5.2% |
| 30D | +8.5% | +17.4% | -8.8% | +2.9% |
| 3M | -1.6% | +38.6% | -40.2% | -11.8% |
| 6M | +44.1% | +41.2% | +2.9% | +27.7% |
| YTD | -5.6% | +59.3% | -64.9% | -20.9% |
| 1Y | -12.6% | +60.2% | -72.8% | -27.0% |
| 3Y | +137.6% | +232.6% | -95.0% | +31.9% |
| 5Y | -30.4% | +285.9% | -316.2% | -66.7% |
| All | -46.4% | +243.5% | -289.9% | -74.5% |
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