-44.5%
TOST vs EXPD
+60.9%
-105.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.1% |
| 7D | +9.4% | -7.2% | +16.6% | +13.9% |
| 30D | +13.5% | -3.3% | +16.8% | +15.3% |
| 3M | -0.1% | +3.4% | -3.5% | -2.6% |
| 6M | +22.5% | +22.7% | -0.2% | +7.1% |
| YTD | -2.4% | +24.5% | -26.9% | -16.9% |
| 1Y | -4.7% | +38.6% | -43.3% | -24.6% |
| 3Y | +103.2% | +71.5% | +31.7% | +31.8% |
| 5Y | -41.2% | +56.2% | -97.5% | -64.6% |
| All | -44.5% | +60.9% | -105.5% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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