+22.5%
TOST vs EXEL
+45.9%
-23.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.6% | -1.4% |
| 7D | +9.4% | +0.3% | +9.2% | +9.5% |
| 30D | +13.5% | +19.0% | -5.6% | +14.2% |
| 3M | -0.1% | +33.3% | -33.4% | +1.9% |
| 6M | +22.5% | +42.9% | -20.4% | +36.4% |
| All | +22.5% | +45.9% | -23.4% | +36.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling