-45.7%
TOST vs EXPD
+64.6%
-110.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | -3.4% | -1.1% | -2.3% | -2.8% |
| 30D | -2.4% | +4.1% | -6.5% | -4.8% |
| 3M | +34.6% | +17.9% | +16.7% | +21.6% |
| 6M | +15.2% | +29.2% | -14.0% | -2.9% |
| YTD | -4.4% | +27.4% | -31.7% | -19.4% |
| 1Y | -17.4% | +56.8% | -74.3% | -39.7% |
| 3Y | +54.5% | +68.0% | -13.6% | +3.1% |
| All | -45.7% | +64.6% | -110.3% | -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 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