-44.5%
TOST vs EXEL
+239.4%
-283.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.9% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | +16.2% | +13.1% | +3.0% | +11.5% |
| 3M | -1.5% | +36.3% | -37.9% | -11.3% |
| 6M | +55.3% | +34.5% | +20.8% | +39.9% |
| YTD | -2.3% | +57.4% | -59.8% | -17.9% |
| 1Y | -5.5% | +62.9% | -68.5% | -21.7% |
| 3Y | +151.1% | +229.5% | -78.4% | +39.7% |
| 5Y | -27.9% | +281.2% | -309.2% | -65.4% |
| All | -44.5% | +239.4% | -283.9% | -73.6% |
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