+15.2%
TOST vs EXPE
+37.3%
-22.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +1.1% |
| 7D | -3.4% | -9.5% | +6.1% | +2.5% |
| 30D | -2.4% | -6.6% | +4.2% | +1.1% |
| 3M | +34.6% | +31.4% | +3.2% | +11.4% |
| 6M | +15.2% | +35.2% | -20.0% | -4.2% |
| All | +15.2% | +37.3% | -22.1% | -4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling