-40.4%
TOST vs EXPD
+52.5%
-92.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +2.1% |
| 7D | +11.6% | -4.8% | +16.4% | +14.7% |
| 30D | +16.2% | -1.5% | +17.8% | +17.0% |
| 3M | +1.0% | +4.1% | -3.1% | -2.0% |
| 6M | +23.2% | +24.0% | -0.8% | +6.2% |
| YTD | -1.0% | +27.4% | -28.4% | -17.9% |
| 1Y | -9.9% | +38.4% | -48.3% | -29.5% |
| 3Y | +101.0% | +73.2% | +27.8% | +25.2% |
| 5Y | -40.4% | +59.9% | -100.3% | -65.5% |
| All | -40.4% | +52.5% | -92.9% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling