-40.6%
TOST vs EXEL
+260.1%
-300.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.6% | -1.8% |
| 7D | +9.4% | +0.3% | +9.2% | +9.3% |
| 30D | +13.5% | +19.0% | -5.6% | +7.3% |
| 3M | -0.1% | +33.3% | -33.4% | -9.1% |
| 6M | +22.5% | +42.9% | -20.4% | +8.0% |
| YTD | -2.4% | +58.7% | -61.1% | -17.7% |
| 1Y | -4.7% | +70.5% | -75.2% | -21.9% |
| 3Y | +103.2% | +233.8% | -130.6% | +13.7% |
| All | -40.6% | +260.1% | -300.7% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling