-45.7%
TOST vs EXEL
+190.3%
-235.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.4% | +8.4% | -11.8% | -6.0% |
| 30D | -2.4% | +4.1% | -6.5% | -4.0% |
| 3M | +34.6% | +12.4% | +22.2% | +29.1% |
| 6M | +15.2% | +41.5% | -26.3% | +0.6% |
| YTD | -4.4% | +34.6% | -39.0% | -15.2% |
| 1Y | -17.4% | +57.9% | -75.3% | -31.4% |
| 3Y | +54.5% | +159.5% | -105.0% | -5.2% |
| All | -45.7% | +190.3% | -235.9% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling