-44.5%
TOST vs EXPD
+69.8%
-114.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | 0.0% | +5.5% | -5.5% | -3.0% |
| 30D | +16.2% | -0.8% | +17.0% | +16.3% |
| 3M | -1.5% | +4.1% | -5.7% | -4.2% |
| 6M | +55.3% | +25.7% | +29.6% | +34.5% |
| YTD | -2.3% | +31.4% | -33.7% | -19.5% |
| 1Y | -5.5% | +42.2% | -47.7% | -26.2% |
| 3Y | +151.1% | +77.2% | +73.9% | +61.2% |
| 5Y | -27.9% | +61.0% | -88.9% | -58.5% |
| All | -44.5% | +69.8% | -114.3% | -67.3% |
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