-30.1%
TOST vs EXPE
+47.7%
-77.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.6% |
| 6M | +44.1% | +18.3% | +25.8% | +27.8% |
| YTD | -5.6% | -7.3% | +1.7% | -5.4% |
| 1Y | -12.6% | -3.9% | -8.7% | -14.5% |
| 3Y | +137.6% | +123.0% | +14.6% | +26.4% |
| All | -30.1% | +47.7% | -77.9% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling