+56.7%
TOST vs EXEL
+160.6%
-104.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.4% | +8.4% | -11.8% | -4.6% |
| 30D | -2.4% | +4.1% | -6.5% | -3.1% |
| 3M | +34.6% | +12.4% | +22.2% | +32.2% |
| 6M | +15.2% | +41.5% | -26.3% | +8.3% |
| YTD | -4.4% | +34.6% | -39.0% | -9.4% |
| 1Y | -17.4% | +57.9% | -75.3% | -24.0% |
| All | +56.7% | +160.6% | -104.0% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling