-44.5%
TOST vs EXPE
+70.6%
-115.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | +1.1% |
| 7D | +9.4% | -9.3% | +18.8% | +13.9% |
| 30D | +13.5% | +0.1% | +13.3% | +11.9% |
| 3M | -0.1% | -15.3% | +15.2% | +6.7% |
| 6M | +22.5% | +5.5% | +17.0% | +16.7% |
| YTD | -2.4% | -8.0% | +5.6% | -1.7% |
| 1Y | -4.7% | +18.9% | -23.6% | -17.2% |
| 3Y | +103.2% | +135.5% | -32.3% | +9.3% |
| 5Y | -41.2% | +44.3% | -85.5% | -61.4% |
| All | -44.5% | +70.6% | -115.2% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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