+106.1%
TOST vs EXPE
+142.8%
-36.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.7% | +13.1% | +5.1% |
| 7D | +11.6% | -3.6% | +15.2% | +12.4% |
| 30D | +16.2% | +4.8% | +11.5% | +13.0% |
| 3M | +1.0% | -14.6% | +15.7% | +6.4% |
| 6M | +23.2% | +10.0% | +13.2% | +16.8% |
| YTD | -1.0% | -3.3% | +2.3% | -2.5% |
| 1Y | -9.9% | +28.4% | -38.3% | -20.5% |
| All | +106.1% | +142.8% | -36.7% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling