-46.4%
TOST vs EXPE
+71.8%
-118.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -2.0% |
| 7D | -4.7% | -4.2% | -0.5% | -2.6% |
| 30D | +8.5% | -4.5% | +13.0% | +9.8% |
| 3M | -1.6% | -19.7% | +18.1% | +8.2% |
| 6M | +44.1% | +18.3% | +25.8% | +28.7% |
| YTD | -5.6% | -7.3% | +1.7% | -5.3% |
| 1Y | -12.6% | -3.9% | -8.7% | -14.2% |
| 3Y | +137.6% | +123.0% | +14.6% | +32.4% |
| 5Y | -30.4% | +47.9% | -78.3% | -54.4% |
| All | -46.4% | +71.8% | -118.2% | -64.7% |
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